+539.5%
FICO vs CPB
-40.1%
+579.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +4.0% | -4.1% | +8.1% | +4.7% |
| 30D | -1.5% | +16.9% | -18.4% | -4.3% |
| 3M | -29.8% | -0.6% | -29.2% | -29.8% |
| 6M | -33.3% | +11.4% | -44.6% | -34.4% |
| YTD | -56.9% | -14.8% | -42.1% | -56.1% |
| 1Y | -59.5% | -24.8% | -34.7% | -58.1% |
| 3Y | -26.9% | -36.6% | +9.7% | -23.6% |
| 5Y | +92.9% | -33.3% | +126.3% | +97.8% |
| 10Y | +539.5% | -40.4% | +579.9% | +534.9% |
| All | +539.5% | -40.1% | +579.6% | +534.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling