-56.4%
FICO vs CMS
+1.4%
-57.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.6% |
| 7D | +0.4% | +4.1% | -3.7% | -0.7% |
| 30D | +1.7% | +10.9% | -9.2% | -1.0% |
| 3M | -33.0% | -0.2% | -32.8% | -32.8% |
| 6M | -33.9% | -4.7% | -29.1% | -32.5% |
| YTD | -58.5% | +3.9% | -62.4% | -57.7% |
| 1Y | -56.4% | +0.4% | -56.7% | -54.0% |
| All | -56.4% | +1.4% | -57.7% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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