-59.4%
FICO vs CFG
+27.4%
-86.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +9.4% | +2.8% | +6.7% | +8.7% |
| 3M | -30.4% | -10.1% | -20.3% | -29.9% |
| 6M | -35.1% | +3.2% | -38.3% | -36.5% |
| YTD | -56.8% | +14.2% | -71.0% | -58.4% |
| All | -59.4% | +27.4% | -86.8% | -61.9% |
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