-59.5%
FICO vs CAPR
+90.5%
-149.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.5% | -26.7% | -0.2% |
| 7D | +4.0% | +25.8% | -21.8% | +4.0% |
| 30D | -1.5% | +50.2% | -51.7% | -1.4% |
| 3M | -29.8% | +185.5% | -215.3% | -29.6% |
| 6M | -33.3% | -64.8% | +31.6% | -33.4% |
| YTD | -56.9% | -61.1% | +4.2% | -57.0% |
| 1Y | -59.5% | +81.0% | -140.4% | -59.2% |
| All | -59.5% | +90.5% | -149.9% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling