-58.4%
FICO vs CAG
-5.9%
-52.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.2% |
| 7D | +0.9% | +6.6% | -5.8% | -1.7% |
| 30D | +9.4% | +13.9% | -4.5% | +4.0% |
| 3M | -30.4% | +4.0% | -34.4% | -31.5% |
| 6M | -35.1% | +10.0% | -45.1% | -37.2% |
| YTD | -56.8% | -6.1% | -50.6% | -56.4% |
| 1Y | -58.4% | -4.3% | -54.1% | -58.6% |
| All | -58.4% | -5.9% | -52.5% | -58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling