+531.6%
FICO vs CP
+261.0%
+270.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +1.5% |
| 7D | -0.1% | +2.8% | -2.8% | -1.9% |
| 30D | +8.4% | +11.3% | -2.9% | +1.3% |
| 3M | -30.5% | +2.9% | -33.4% | -31.9% |
| 6M | -35.7% | +9.8% | -45.5% | -39.3% |
| YTD | -57.2% | +28.5% | -85.7% | -63.7% |
| 1Y | -58.4% | +33.5% | -91.9% | -65.6% |
| 3Y | -24.8% | +31.9% | -56.8% | -39.3% |
| 5Y | +79.3% | +25.5% | +53.8% | +45.3% |
| 10Y | +531.6% | +257.6% | +274.1% | +169.9% |
| All | +531.6% | +261.0% | +270.7% | +169.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling