-24.8%
FICO vs CG
+52.0%
-76.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.6% | -3.8% | +0.7% |
| 7D | -0.1% | +3.0% | -3.1% | -1.2% |
| 30D | +8.4% | +10.1% | -1.7% | +4.8% |
| 3M | -30.5% | -10.8% | -19.7% | -28.2% |
| 6M | -35.7% | -15.2% | -20.5% | -32.9% |
| YTD | -57.2% | -26.9% | -30.3% | -53.4% |
| 1Y | -58.4% | -17.0% | -41.4% | -56.5% |
| 3Y | -24.8% | +54.6% | -79.5% | -28.1% |
| All | -24.8% | +52.0% | -76.8% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling