+78,963.7%
FICO vs CP
+7,870.0%
+71,093.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -0.3% | +6.1% | -6.4% | -2.7% |
| 30D | +1.7% | +9.8% | -8.0% | -2.0% |
| 3M | -35.2% | +2.7% | -37.9% | -35.9% |
| 6M | -33.7% | +12.8% | -46.4% | -36.7% |
| YTD | -58.2% | +28.2% | -86.3% | -62.2% |
| 1Y | -56.6% | +34.1% | -90.7% | -61.5% |
| 3Y | -24.0% | +28.9% | -52.8% | -32.4% |
| 5Y | +86.1% | +27.1% | +59.0% | +64.7% |
| 10Y | +522.8% | +264.8% | +258.0% | +277.4% |
| All | +78,963.7% | +7,870.0% | +71,093.7% | +24,299.8% |
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