+1,158.6%
FICO vs CFG
+351.2%
+807.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +2.0% |
| 7D | -0.3% | -2.2% | +1.9% | +0.4% |
| 30D | +1.7% | +0.4% | +1.3% | +1.6% |
| 3M | -35.2% | -12.6% | -22.6% | -32.1% |
| 6M | -33.7% | +0.6% | -34.3% | -34.2% |
| YTD | -58.2% | +12.4% | -70.6% | -60.3% |
| 1Y | -56.6% | +27.7% | -84.3% | -60.6% |
| 3Y | -24.0% | +172.4% | -196.3% | -48.8% |
| 5Y | +86.1% | +64.0% | +22.1% | +46.2% |
| 10Y | +522.8% | +252.8% | +270.0% | +212.1% |
| All | +1,158.6% | +351.2% | +807.4% | +488.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling