+92.9%
FICO vs CG
-17.8%
+110.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.3% |
| 7D | +4.0% | -3.8% | +7.8% | +5.3% |
| 30D | -1.5% | +7.5% | -9.0% | -4.6% |
| 3M | -29.8% | -14.4% | -15.4% | -25.7% |
| 6M | -33.3% | -15.7% | -17.6% | -29.6% |
| YTD | -56.9% | -29.0% | -27.9% | -51.6% |
| 1Y | -59.5% | -22.1% | -37.4% | -56.3% |
| 3Y | -26.9% | +49.1% | -76.0% | -44.1% |
| 5Y | +92.9% | -18.4% | +111.3% | +71.0% |
| All | +92.9% | -17.8% | +110.7% | +71.0% |
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 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