-38.6%
FICO vs CFG
+40.4%
-79.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.7% |
| 7D | -19.2% | +1.5% | -20.7% | -19.4% |
| 30D | -14.6% | -3.8% | -10.8% | -14.1% |
| 3M | -20.1% | +11.5% | -31.6% | -22.5% |
| 6M | -36.3% | +19.2% | -55.5% | -39.4% |
| YTD | -44.9% | +23.7% | -68.6% | -48.0% |
| 1Y | -38.6% | +38.8% | -77.5% | -43.3% |
| All | -38.6% | +40.4% | -79.0% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling