+79.3%
FICO vs CFG
+68.3%
+10.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +1.8% |
| 7D | -0.1% | +0.3% | -0.3% | -0.2% |
| 30D | +8.4% | +3.2% | +5.2% | +7.3% |
| 3M | -30.5% | -9.7% | -20.8% | -28.4% |
| 6M | -35.7% | +3.6% | -39.4% | -36.7% |
| YTD | -57.2% | +14.7% | -71.9% | -59.4% |
| 1Y | -58.4% | +29.6% | -88.0% | -62.1% |
| 3Y | -24.8% | +190.6% | -215.4% | -47.9% |
| 5Y | +79.3% | +67.1% | +12.2% | +52.2% |
| All | +79.3% | +68.3% | +10.9% | +52.2% |
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