+538.9%
FICO vs CP
+259.0%
+279.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.1% |
| 7D | +1.4% | +0.9% | +0.5% | +0.8% |
| 30D | -0.8% | +10.3% | -11.1% | -6.8% |
| 3M | -31.3% | +2.3% | -33.6% | -32.4% |
| 6M | -33.9% | +10.7% | -44.7% | -37.9% |
| YTD | -57.6% | +29.3% | -86.9% | -64.2% |
| 1Y | -59.7% | +31.5% | -91.1% | -66.3% |
| 3Y | -28.0% | +36.7% | -64.7% | -43.2% |
| 5Y | +91.0% | +26.8% | +64.2% | +53.6% |
| All | +538.9% | +259.0% | +279.9% | +168.3% |
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