-56.4%
FICO vs CP
+35.2%
-91.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -4.8% |
| 7D | +0.4% | +5.6% | -5.2% | -2.2% |
| 30D | +1.7% | +10.0% | -8.4% | -3.1% |
| 3M | -33.0% | +4.4% | -37.4% | -34.5% |
| 6M | -33.9% | +14.1% | -47.9% | -36.7% |
| YTD | -58.5% | +29.1% | -87.6% | -62.0% |
| 1Y | -56.4% | +34.6% | -90.9% | -60.9% |
| All | -56.4% | +35.2% | -91.6% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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