-59.7%
FICO vs CG
-26.5%
-33.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.3% |
| 7D | +1.4% | -1.5% | +2.9% | +1.8% |
| 30D | -0.8% | +5.7% | -6.5% | -3.0% |
| 3M | -31.3% | -17.9% | -13.4% | -27.5% |
| 6M | -33.9% | -20.2% | -13.7% | -29.4% |
| YTD | -57.6% | -32.0% | -25.6% | -52.2% |
| 1Y | -59.7% | -27.0% | -32.6% | -55.5% |
| All | -59.7% | -26.5% | -33.2% | -55.5% |
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