+79.7%
CTVA vs FICO
+81.4%
-1.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +2.2% | -0.9% | +3.2% | +2.3% |
| 30D | -17.6% | +3.3% | -21.0% | -18.0% |
| 3M | +3.4% | -31.7% | +35.1% | +6.0% |
| 6M | -2.6% | -34.0% | +31.4% | -0.1% |
| YTD | +19.1% | -58.3% | +77.4% | +27.9% |
| 1Y | +26.8% | -57.9% | +84.7% | +35.9% |
| 3Y | +63.9% | -24.1% | +87.9% | +59.5% |
| All | +79.7% | +81.4% | -1.7% | +52.8% |
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