-23.8%
FICO vs CPB
-35.1%
+11.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | -0.3% | +11.6% | -11.8% | -3.2% |
| 30D | +1.7% | +23.3% | -21.6% | -3.9% |
| 3M | -35.2% | +1.6% | -36.8% | -35.6% |
| 6M | -33.7% | +13.9% | -47.6% | -35.5% |
| YTD | -58.2% | -11.7% | -46.5% | -57.9% |
| 1Y | -56.6% | -18.2% | -38.4% | -56.0% |
| All | -23.8% | -35.1% | +11.4% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling