+79.3%
FICO vs CPB
-31.8%
+111.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +3.0% |
| 7D | -0.1% | +3.3% | -3.3% | -0.8% |
| 30D | +8.4% | +19.0% | -10.6% | +4.5% |
| 3M | -30.5% | +0.4% | -30.9% | -30.8% |
| 6M | -35.7% | +13.0% | -48.7% | -37.0% |
| YTD | -57.2% | -12.7% | -44.5% | -56.9% |
| 1Y | -58.4% | -20.9% | -37.5% | -57.8% |
| 3Y | -24.8% | -35.4% | +10.6% | -23.4% |
| 5Y | +79.3% | -32.3% | +111.5% | +78.1% |
| All | +79.3% | -31.8% | +111.0% | +78.1% |
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