+541.4%
FICO vs CAG
-37.3%
+578.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +2.2% | -3.3% | +5.6% | +2.9% |
| 30D | +0.1% | +7.7% | -7.6% | -1.4% |
| 3M | -35.2% | -3.2% | -32.0% | -34.8% |
| 6M | -32.4% | +7.0% | -39.3% | -33.3% |
| YTD | -57.4% | -9.0% | -48.4% | -56.8% |
| 1Y | -58.5% | -9.6% | -48.9% | -58.0% |
| 3Y | -28.9% | -36.0% | +7.1% | -24.6% |
| 5Y | +91.7% | -40.9% | +132.6% | +104.3% |
| All | +541.4% | -37.3% | +578.7% | +529.0% |
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