+538.9%
FICO vs CAG
-38.0%
+576.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | +1.4% | -6.2% | +7.6% | +2.7% |
| 30D | -0.8% | +7.4% | -8.2% | -2.2% |
| 3M | -31.3% | -1.6% | -29.7% | -31.1% |
| 6M | -33.9% | +6.3% | -40.3% | -34.7% |
| YTD | -57.6% | -10.1% | -47.5% | -56.9% |
| 1Y | -59.7% | -10.2% | -49.4% | -59.0% |
| 3Y | -28.0% | -37.3% | +9.3% | -23.3% |
| 5Y | +91.0% | -41.6% | +132.5% | +104.0% |
| All | +538.9% | -38.0% | +576.9% | +528.1% |
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