+86.1%
FICO vs CF
+125.5%
-39.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | +0.4% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | +1.7% | +2.2% | -0.5% | +1.5% |
| 3M | -35.2% | +2.1% | -37.3% | -35.3% |
| 6M | -33.7% | -6.5% | -27.1% | -33.4% |
| YTD | -58.2% | +55.6% | -113.7% | -60.7% |
| 1Y | -56.6% | +42.3% | -98.9% | -58.8% |
| 3Y | -24.0% | +55.7% | -79.7% | -29.6% |
| 5Y | +86.1% | +122.4% | -36.4% | +58.9% |
| All | +86.1% | +125.5% | -39.4% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling