+1,765.5%
FICO vs CF
+5,277.9%
-3,512.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | -0.6% |
| 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% | -63.5% |
| 1Y | -56.6% | +42.3% | -98.9% | -61.4% |
| 3Y | -24.0% | +55.7% | -79.7% | -35.5% |
| 5Y | +86.1% | +122.4% | -36.4% | +36.8% |
| 10Y | +522.8% | +568.5% | -45.7% | +222.7% |
| All | +1,765.5% | +5,277.9% | -3,512.4% | +452.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling