+4.4%
FICO vs CP
+17.1%
-12.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.8% |
| 7D | -19.2% | -2.7% | -16.5% | -18.2% |
| 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% | -37.8% |
| YTD | -44.9% | +24.9% | -69.8% | -49.7% |
| 1Y | -38.6% | +20.1% | -58.7% | -43.1% |
| All | +4.4% | +17.1% | -12.6% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling