+545.7%
FICO vs CG
+308.6%
+237.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.6% |
| 7D | +0.9% | +2.0% | -1.1% | -0.4% |
| 30D | +9.4% | +8.5% | +0.9% | +5.0% |
| 3M | -30.4% | -12.1% | -18.3% | -26.5% |
| 6M | -35.1% | -16.4% | -18.7% | -30.7% |
| YTD | -56.8% | -28.0% | -28.8% | -51.0% |
| 1Y | -58.4% | -18.9% | -39.5% | -55.5% |
| 3Y | -26.7% | +51.2% | -77.9% | -46.3% |
| 5Y | +88.0% | -15.9% | +103.9% | +75.4% |
| 10Y | +545.7% | +305.9% | +239.8% | +205.4% |
| All | +545.7% | +308.6% | +237.1% | +205.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling