+602.8%
FICO vs CMS
+117.1%
+485.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.6% |
| 7D | -19.2% | +0.4% | -19.6% | -19.3% |
| 30D | -14.6% | -3.6% | -11.0% | -13.3% |
| 3M | -20.1% | -1.9% | -18.2% | -19.3% |
| 6M | -36.3% | -11.0% | -25.3% | -33.0% |
| YTD | -44.9% | +0.2% | -45.1% | -45.1% |
| 1Y | -38.6% | -1.3% | -37.3% | -38.5% |
| 3Y | +4.0% | +35.9% | -32.0% | -12.3% |
| 5Y | +99.5% | +23.1% | +76.4% | +73.0% |
| All | +602.8% | +117.1% | +485.7% | +395.2% |
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