-57.9%
FICO vs CMS
-0.8%
-57.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +3.3% | +7.2% | -3.8% | +1.4% |
| 3M | -31.7% | -1.3% | -30.5% | -31.3% |
| 6M | -34.0% | -4.3% | -29.6% | -32.3% |
| YTD | -58.3% | +2.1% | -60.4% | -57.4% |
| 1Y | -57.9% | -0.6% | -57.3% | -55.9% |
| All | -57.9% | -0.8% | -57.1% | -55.9% |
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