+231.7%
CTVA vs FICO
+214.8%
+16.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +2.7% |
| 7D | +4.9% | -19.2% | +24.1% | +9.3% |
| 30D | +11.9% | -14.6% | +26.5% | +15.0% |
| 3M | +13.7% | -20.1% | +33.8% | +17.7% |
| 6M | +13.1% | -36.3% | +49.5% | +22.0% |
| YTD | +32.0% | -44.9% | +76.8% | +46.7% |
| 1Y | +22.1% | -38.6% | +60.7% | +30.9% |
| 3Y | +77.5% | +4.0% | +73.5% | +54.6% |
| 5Y | +106.3% | +99.5% | +6.8% | +38.4% |
| All | +231.7% | +214.8% | +16.8% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling