-57.9%
FICO vs CPB
-18.1%
-39.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -0.9% | +8.0% | -8.9% | -4.7% |
| 30D | +3.3% | +22.4% | -19.0% | -6.6% |
| 3M | -31.7% | +3.8% | -35.6% | -33.1% |
| 6M | -34.0% | +13.7% | -47.6% | -37.6% |
| YTD | -58.3% | -11.7% | -46.6% | -57.2% |
| 1Y | -57.9% | -18.1% | -39.8% | -55.5% |
| All | -57.9% | -18.1% | -39.9% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling