-23.8%
FICO vs CP
+28.7%
-52.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -0.3% | +6.1% | -6.4% | -2.9% |
| 30D | +1.7% | +9.8% | -8.0% | -2.4% |
| 3M | -35.2% | +2.7% | -37.9% | -36.0% |
| 6M | -33.7% | +12.8% | -46.4% | -36.7% |
| YTD | -58.2% | +28.2% | -86.3% | -62.3% |
| 1Y | -56.6% | +34.1% | -90.7% | -61.7% |
| All | -23.8% | +28.7% | -52.4% | -28.6% |
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