+78,251.7%
FICO vs CMS
+478.3%
+77,773.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.6% |
| 7D | +0.4% | +4.1% | -3.7% | -0.7% |
| 30D | +1.7% | +10.9% | -9.2% | -1.2% |
| 3M | -33.0% | -0.2% | -32.8% | -33.1% |
| 6M | -33.9% | -4.7% | -29.1% | -33.0% |
| YTD | -58.5% | +3.9% | -62.4% | -59.1% |
| 1Y | -56.4% | +0.4% | -56.7% | -56.5% |
| 3Y | -24.7% | +38.8% | -63.5% | -31.9% |
| 5Y | +83.1% | +37.1% | +46.0% | +64.8% |
| 10Y | +517.2% | +132.7% | +384.5% | +384.2% |
| All | +78,251.7% | +478.3% | +77,773.4% | +39,850.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling