-58.5%
FICO vs CHD
+33.5%
-92.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.3% |
| 7D | +2.2% | +3.6% | -1.4% | +0.4% |
| 30D | +0.1% | +10.4% | -10.3% | -4.9% |
| 3M | -35.2% | +12.2% | -47.3% | -39.1% |
| 6M | -32.4% | +19.9% | -52.3% | -37.5% |
| YTD | -57.4% | +36.4% | -93.8% | -61.7% |
| 1Y | -58.5% | +35.1% | -93.7% | -62.7% |
| All | -58.5% | +33.5% | -92.1% | -62.7% |
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