-59.5%
FICO vs CHD
+33.4%
-92.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | -1.5% | +12.2% | -13.7% | -7.2% |
| 3M | -29.8% | +9.3% | -39.1% | -33.3% |
| 6M | -33.3% | +24.3% | -57.5% | -38.1% |
| YTD | -56.9% | +34.9% | -91.7% | -61.2% |
| 1Y | -59.5% | +32.7% | -92.2% | -63.3% |
| All | -59.5% | +33.4% | -92.8% | -63.3% |
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