-38.6%
FICO vs CG
-24.3%
-14.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.0% | -16.2% |
| 7D | -19.2% | -4.3% | -14.9% | -18.0% |
| 30D | -14.6% | -5.1% | -9.5% | -13.2% |
| 3M | -20.1% | +8.7% | -28.8% | -22.2% |
| 6M | -36.3% | -9.2% | -27.1% | -34.6% |
| YTD | -44.9% | -18.9% | -26.0% | -41.3% |
| 1Y | -38.6% | -25.6% | -13.0% | -31.0% |
| All | -38.6% | -24.3% | -14.3% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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