-33.9%
FICO vs CF
-9.1%
-24.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -2.5% |
| 7D | +0.4% | -6.9% | +7.3% | +1.5% |
| 30D | +1.7% | -3.7% | +5.4% | +2.0% |
| 3M | -33.0% | -5.0% | -28.1% | -31.8% |
| 6M | -33.9% | -10.5% | -23.4% | -32.6% |
| All | -33.9% | -9.1% | -24.8% | -32.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling