+76.9%
FICO vs CPB
-31.3%
+108.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -0.9% | +8.0% | -8.9% | -2.5% |
| 30D | +3.3% | +22.4% | -19.0% | -0.8% |
| 3M | -31.7% | +2.5% | -34.2% | -32.2% |
| 6M | -34.0% | +12.2% | -46.2% | -35.2% |
| YTD | -58.3% | -12.8% | -45.5% | -58.0% |
| 1Y | -57.9% | -19.2% | -38.8% | -57.4% |
| 3Y | -24.1% | -35.6% | +11.5% | -22.6% |
| All | +76.9% | -31.3% | +108.3% | +74.8% |
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