+204.7%
CTVA vs FICO
+144.4%
+60.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -1.0% | +1.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -8.5% | +8.4% | -17.0% | -10.4% |
| 3M | +5.3% | -30.5% | +35.8% | +11.0% |
| 6M | -0.1% | -35.7% | +35.7% | +6.1% |
| YTD | +21.2% | -57.2% | +78.4% | +39.6% |
| 1Y | +27.0% | -58.4% | +85.4% | +47.2% |
| 3Y | +87.2% | -24.8% | +112.0% | +73.4% |
| 5Y | +77.9% | +79.3% | -1.4% | +16.3% |
| All | +204.7% | +144.4% | +60.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling