+499.7%
FICO vs CMS
+125.4%
+374.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.5% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | +3.3% | +6.3% | -3.0% | +0.5% |
| 3M | -31.7% | -2.1% | -29.7% | -31.3% |
| 6M | -34.0% | -5.1% | -28.9% | -32.5% |
| YTD | -58.3% | +1.3% | -59.6% | -58.8% |
| 1Y | -57.9% | -1.4% | -56.5% | -57.9% |
| 3Y | -24.1% | +36.9% | -61.0% | -36.0% |
| 5Y | +85.3% | +32.5% | +52.8% | +54.8% |
| All | +499.7% | +125.4% | +374.2% | +338.7% |
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