-38.6%
FICO vs CP
+19.9%
-58.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.9% |
| 7D | -19.2% | -2.7% | -16.5% | -18.1% |
| 30D | -14.6% | +0.2% | -14.8% | -14.6% |
| 3M | -20.1% | +2.6% | -22.7% | -20.7% |
| 6M | -36.3% | +6.0% | -42.3% | -37.9% |
| YTD | -44.9% | +24.9% | -69.8% | -49.6% |
| 1Y | -38.6% | +20.1% | -58.7% | -41.5% |
| All | -38.6% | +19.9% | -58.5% | -41.5% |
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