+499.7%
FICO vs CP
+253.8%
+245.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.6% |
| 7D | -0.9% | +2.8% | -3.7% | -2.7% |
| 30D | +3.3% | +10.2% | -6.9% | -2.8% |
| 3M | -31.7% | +2.4% | -34.1% | -32.9% |
| 6M | -34.0% | +7.7% | -41.6% | -36.9% |
| YTD | -58.3% | +26.0% | -84.3% | -64.2% |
| 1Y | -57.9% | +34.6% | -92.6% | -65.4% |
| 3Y | -24.1% | +26.7% | -50.7% | -37.1% |
| 5Y | +85.3% | +24.9% | +60.4% | +50.3% |
| All | +499.7% | +253.8% | +245.9% | +162.1% |
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