+84.4%
FICO vs CFG
+61.7%
+22.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +2.2% | +3.2% | -1.0% | +1.2% |
| 30D | +0.1% | +5.1% | -5.1% | -1.5% |
| 3M | -35.2% | -11.2% | -23.9% | -32.8% |
| 6M | -32.4% | +9.6% | -41.9% | -34.6% |
| YTD | -57.4% | +15.0% | -72.4% | -59.6% |
| 1Y | -58.5% | +29.9% | -88.4% | -62.3% |
| 3Y | -28.9% | +192.1% | -220.9% | -50.9% |
| All | +84.4% | +61.7% | +22.6% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling