+101.7%
FICO vs CG
+10.1%
+91.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.6% | -15.0% | -16.1% |
| 7D | -19.2% | -4.3% | -14.9% | -17.7% |
| 30D | -14.6% | -5.1% | -9.5% | -12.7% |
| 3M | -20.1% | +8.7% | -28.8% | -23.1% |
| 6M | -36.3% | -9.2% | -27.1% | -34.5% |
| YTD | -44.9% | -18.9% | -26.0% | -40.9% |
| 1Y | -38.6% | -25.6% | -13.0% | -32.3% |
| 3Y | +4.0% | +57.3% | -53.3% | -20.8% |
| All | +101.7% | +10.1% | +91.5% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling