+502.1%
FICO vs CF
+557.2%
-55.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | -0.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | +1.7% | +2.2% | -0.5% | +1.1% |
| 3M | -35.2% | +2.1% | -37.3% | -35.7% |
| 6M | -33.7% | -6.5% | -27.1% | -33.1% |
| YTD | -58.2% | +55.6% | -113.7% | -63.6% |
| 1Y | -56.6% | +42.3% | -98.9% | -61.5% |
| 3Y | -24.0% | +55.7% | -79.7% | -36.0% |
| 5Y | +86.1% | +122.4% | -36.4% | +30.4% |
| All | +502.1% | +557.2% | -55.1% | +229.1% |
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