-38.6%
FICO vs CF
+62.4%
-101.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.2% | -13.4% | -16.7% |
| 7D | -19.2% | +6.0% | -25.2% | -19.0% |
| 30D | -14.6% | +14.8% | -29.4% | -14.2% |
| 3M | -20.1% | +14.1% | -34.1% | -19.6% |
| 6M | -36.3% | +28.5% | -64.9% | -37.3% |
| YTD | -44.9% | +74.9% | -119.8% | -50.4% |
| 1Y | -38.6% | +61.7% | -100.3% | -42.8% |
| All | -38.6% | +62.4% | -101.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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