+1,748.7%
FICO vs CF
+4,965.4%
-3,216.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -2.2% |
| 7D | +0.4% | -6.9% | +7.3% | +2.1% |
| 30D | +1.7% | -3.7% | +5.4% | +2.5% |
| 3M | -33.0% | -5.0% | -28.1% | -32.4% |
| 6M | -33.9% | -10.5% | -23.4% | -32.6% |
| YTD | -58.5% | +46.5% | -105.1% | -63.3% |
| 1Y | -56.4% | +34.8% | -91.2% | -60.7% |
| 3Y | -24.7% | +46.7% | -71.3% | -35.2% |
| 5Y | +83.1% | +112.0% | -28.9% | +36.2% |
| 10Y | +517.2% | +529.7% | -12.5% | +224.5% |
| All | +1,748.7% | +4,965.4% | -3,216.7% | +455.9% |
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