+502.1%
FICO vs CMS
+130.3%
+371.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.3% | +1.7% | -1.9% | -1.0% |
| 30D | +1.7% | +8.6% | -6.9% | -2.0% |
| 3M | -35.2% | -0.5% | -34.7% | -35.2% |
| 6M | -33.7% | -4.2% | -29.5% | -32.5% |
| YTD | -58.2% | +3.4% | -61.6% | -59.0% |
| 1Y | -56.6% | +0.4% | -57.0% | -56.9% |
| 3Y | -24.0% | +38.2% | -62.2% | -36.1% |
| 5Y | +86.1% | +35.4% | +50.6% | +54.0% |
| All | +502.1% | +130.3% | +371.8% | +336.3% |
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