-24.1%
FICO vs CFG
+168.6%
-192.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | +3.3% | +1.1% | +2.3% | +3.0% |
| 3M | -31.7% | -12.0% | -19.7% | -29.4% |
| 6M | -34.0% | -2.2% | -31.7% | -34.0% |
| YTD | -58.3% | +11.4% | -69.7% | -60.1% |
| 1Y | -57.9% | +27.8% | -85.8% | -61.4% |
| 3Y | -24.1% | +173.3% | -197.4% | -36.7% |
| All | -24.1% | +168.6% | -192.7% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling