+101.7%
FICO vs CAG
-40.1%
+141.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.5% |
| 7D | -19.2% | -3.8% | -15.4% | -18.7% |
| 30D | -14.6% | +3.1% | -17.7% | -14.9% |
| 3M | -20.1% | +23.5% | -43.6% | -22.0% |
| 6M | -36.3% | -14.8% | -21.5% | -35.5% |
| YTD | -44.9% | -5.4% | -39.4% | -44.7% |
| 1Y | -38.6% | -11.8% | -26.8% | -38.2% |
| 3Y | +4.0% | -36.7% | +40.6% | +6.4% |
| All | +101.7% | -40.1% | +141.7% | +101.8% |
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