+541.4%
FICO vs CMS
+140.2%
+401.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.4% |
| 7D | +2.2% | +1.7% | +0.5% | +1.4% |
| 30D | +0.1% | +6.2% | -6.1% | -2.6% |
| 3M | -35.2% | +0.6% | -35.8% | -35.5% |
| 6M | -32.4% | -1.8% | -30.6% | -31.9% |
| YTD | -57.4% | +3.8% | -61.2% | -58.3% |
| 1Y | -58.5% | -1.8% | -56.8% | -58.4% |
| 3Y | -28.9% | +39.8% | -68.7% | -40.6% |
| 5Y | +91.7% | +37.1% | +54.6% | +57.7% |
| All | +541.4% | +140.2% | +401.2% | +352.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling