+78,251.7%
FICO vs CP
+7,925.2%
+70,326.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -4.6% |
| 7D | +0.4% | +5.6% | -5.2% | -1.8% |
| 30D | +1.7% | +10.0% | -8.4% | -2.2% |
| 3M | -33.0% | +4.4% | -37.4% | -34.2% |
| 6M | -33.9% | +14.1% | -47.9% | -37.2% |
| YTD | -58.5% | +29.1% | -87.6% | -62.7% |
| 1Y | -56.4% | +34.6% | -90.9% | -61.4% |
| 3Y | -24.7% | +29.8% | -54.4% | -33.2% |
| 5Y | +83.1% | +28.7% | +54.4% | +61.3% |
| 10Y | +517.2% | +267.3% | +249.9% | +273.0% |
| All | +78,251.7% | +7,925.2% | +70,326.5% | +24,014.8% |
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