+499.7%
FICO vs CF
+561.7%
-62.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -0.9% | -3.2% | +2.2% | -0.3% |
| 30D | +3.3% | +4.3% | -1.0% | +2.3% |
| 3M | -31.7% | +2.8% | -34.5% | -32.3% |
| 6M | -34.0% | +0.6% | -34.6% | -34.5% |
| YTD | -58.3% | +56.6% | -115.0% | -63.8% |
| 1Y | -57.9% | +49.6% | -107.5% | -63.1% |
| 3Y | -24.1% | +61.5% | -85.5% | -36.7% |
| 5Y | +85.3% | +124.0% | -38.7% | +29.7% |
| All | +499.7% | +561.7% | -62.1% | +227.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling