+78.4%
CTVA vs FICO
+88.0%
-9.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.0% | +4.0% | -4.9% | -1.4% |
| 30D | -8.7% | -1.5% | -7.2% | -8.6% |
| 3M | +6.4% | -29.8% | +36.2% | +8.8% |
| 6M | -1.9% | -33.3% | +31.4% | +0.5% |
| YTD | +21.5% | -56.9% | +78.4% | +30.0% |
| 1Y | +24.3% | -59.5% | +83.7% | +34.0% |
| 3Y | +91.8% | -26.9% | +118.7% | +87.9% |
| 5Y | +78.4% | +92.9% | -14.5% | +50.0% |
| All | +78.4% | +88.0% | -9.5% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling