+104,095.6%
FICO vs CP
+7,669.4%
+96,426.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.8% |
| 7D | -19.2% | -2.7% | -16.5% | -18.3% |
| 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% |
| 3Y | +4.0% | +16.4% | -12.4% | -3.7% |
| 5Y | +99.5% | +31.7% | +67.8% | +74.3% |
| 10Y | +604.7% | +223.9% | +380.8% | +345.3% |
| All | +104,095.6% | +7,669.4% | +96,426.1% | +32,421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling