-38.6%
FICO vs CHD
+7.1%
-45.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.6% | -16.7% |
| 7D | -19.2% | -2.7% | -16.5% | -18.3% |
| 30D | -14.6% | -4.6% | -10.0% | -12.9% |
| 3M | -20.1% | +5.0% | -25.1% | -21.1% |
| 6M | -36.3% | -3.2% | -33.1% | -35.9% |
| YTD | -44.9% | +18.6% | -63.5% | -48.3% |
| 1Y | -38.6% | +4.8% | -43.5% | -40.2% |
| All | -38.6% | +7.1% | -45.7% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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