+101.7%
FICO vs CPB
-39.5%
+141.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.4% | -13.3% | -16.0% |
| 7D | -19.2% | -8.6% | -10.6% | -17.8% |
| 30D | -14.6% | -7.2% | -7.3% | -13.3% |
| 3M | -20.1% | +0.9% | -21.0% | -19.8% |
| 6M | -36.3% | -11.8% | -24.5% | -35.1% |
| YTD | -44.9% | -19.4% | -25.4% | -43.5% |
| 1Y | -38.6% | -30.4% | -8.2% | -36.5% |
| 3Y | +4.0% | -40.2% | +44.1% | +7.8% |
| All | +101.7% | -39.5% | +141.2% | +104.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling