+1,724.9%
FICO vs CAPR
-99.1%
+1,824.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +0.9% |
| 7D | -0.3% | +29.7% | -30.0% | -0.6% |
| 30D | +1.7% | +11.0% | -9.3% | +1.5% |
| 3M | -35.2% | +118.8% | -154.0% | -36.0% |
| 6M | -33.7% | -73.9% | +40.3% | -33.3% |
| YTD | -58.2% | -70.2% | +12.0% | -58.0% |
| 1Y | -56.6% | +38.3% | -94.8% | -58.4% |
| 3Y | -24.0% | +199.7% | -223.6% | -29.6% |
| 5Y | +86.1% | +130.6% | -44.5% | +71.4% |
| 10Y | +522.8% | -68.5% | +591.3% | +454.0% |
| All | +1,724.9% | -99.1% | +1,824.0% | +1,560.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling