+602.8%
FICO vs CAPR
-75.6%
+678.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.3% | -18.0% | -16.7% |
| 7D | -19.2% | -2.0% | -17.2% | -19.2% |
| 30D | -14.6% | +139.2% | -153.8% | -16.2% |
| 3M | -20.1% | -66.4% | +46.3% | -19.6% |
| 6M | -36.3% | -63.1% | +26.8% | -36.1% |
| YTD | -44.9% | -67.4% | +22.6% | -44.6% |
| 1Y | -38.6% | +58.2% | -96.9% | -42.9% |
| 3Y | +4.0% | +42.2% | -38.2% | -7.3% |
| 5Y | +99.5% | +87.3% | +12.3% | +72.7% |
| All | +602.8% | -75.6% | +678.5% | +466.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling