+78,963.7%
FICO vs CAG
+614.4%
+78,349.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.3% |
| 7D | -0.3% | +11.4% | -11.6% | -2.8% |
| 30D | +1.7% | +16.7% | -14.9% | -1.8% |
| 3M | -35.2% | +4.5% | -39.7% | -35.9% |
| 6M | -33.7% | +13.3% | -47.0% | -35.6% |
| YTD | -58.2% | -4.2% | -54.0% | -58.0% |
| 1Y | -56.6% | -2.9% | -53.7% | -56.5% |
| 3Y | -24.0% | -33.2% | +9.2% | -18.6% |
| 5Y | +86.1% | -38.4% | +124.4% | +100.7% |
| 10Y | +522.8% | -36.4% | +559.2% | +541.3% |
| All | +78,963.7% | +614.4% | +78,349.3% | +53,161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling