+499.7%
FICO vs CAG
-38.1%
+537.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -0.9% | +5.8% | -6.8% | -2.1% |
| 30D | +3.3% | +16.4% | -13.0% | +0.3% |
| 3M | -31.7% | +3.8% | -35.5% | -32.3% |
| 6M | -34.0% | +10.8% | -44.8% | -35.3% |
| YTD | -58.3% | -5.8% | -52.5% | -58.1% |
| 1Y | -57.9% | -2.4% | -55.5% | -57.9% |
| 3Y | -24.1% | -33.4% | +9.4% | -20.1% |
| 5Y | +85.3% | -39.4% | +124.8% | +96.5% |
| All | +499.7% | -38.1% | +537.7% | +514.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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