-39.3%
FICO vs CHD
+2.5%
-41.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +1.0% |
| 7D | -15.4% | -2.9% | -12.5% | -14.4% |
| 30D | -10.4% | -6.2% | -4.2% | -8.0% |
| 3M | -22.7% | +1.6% | -24.3% | -22.7% |
| 6M | -36.8% | -3.5% | -33.2% | -36.0% |
| YTD | -44.8% | +16.2% | -61.0% | -47.8% |
| 1Y | -39.3% | +3.4% | -42.7% | -40.8% |
| All | -39.3% | +2.5% | -41.8% | -40.8% |
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