+499.7%
FICO vs CPB
-37.5%
+537.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -0.9% | +8.0% | -8.9% | -2.3% |
| 30D | +3.3% | +22.4% | -19.0% | -0.3% |
| 3M | -31.7% | +3.8% | -35.6% | -32.3% |
| 6M | -34.0% | +13.7% | -47.6% | -35.3% |
| YTD | -58.3% | -11.7% | -46.6% | -57.8% |
| 1Y | -57.9% | -18.1% | -39.8% | -57.0% |
| 3Y | -24.1% | -34.7% | +10.7% | -21.1% |
| 5Y | +85.3% | -30.6% | +115.9% | +88.7% |
| All | +499.7% | -37.5% | +537.2% | +505.7% |
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