+92.9%
FICO vs CAG
-40.6%
+133.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +0.2% |
| 7D | +4.0% | -1.8% | +5.7% | +4.3% |
| 30D | -1.5% | +9.7% | -11.2% | -3.1% |
| 3M | -29.8% | +0.5% | -30.3% | -29.9% |
| 6M | -33.3% | +8.9% | -42.2% | -34.0% |
| YTD | -56.9% | -8.4% | -48.5% | -56.6% |
| 1Y | -59.5% | -8.3% | -51.1% | -59.2% |
| 3Y | -26.9% | -36.1% | +9.2% | -25.4% |
| 5Y | +92.9% | -40.1% | +133.1% | +93.0% |
| All | +92.9% | -40.6% | +133.6% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling