+76.9%
FICO vs CAG
-39.4%
+116.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -0.9% | +5.8% | -6.8% | -2.0% |
| 30D | +3.3% | +16.4% | -13.0% | +0.7% |
| 3M | -31.7% | +3.8% | -35.5% | -32.2% |
| 6M | -34.0% | +10.8% | -44.8% | -35.0% |
| YTD | -58.3% | -5.8% | -52.5% | -58.3% |
| 1Y | -57.9% | -2.4% | -55.5% | -58.0% |
| 3Y | -24.1% | -33.4% | +9.4% | -23.0% |
| All | +76.9% | -39.4% | +116.4% | +75.5% |
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