-36.3%
FICO vs CPB
-14.9%
-21.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.4% | -13.3% | -14.3% |
| 7D | -19.2% | -8.6% | -10.6% | -14.4% |
| 30D | -14.6% | -7.2% | -7.3% | -10.3% |
| 3M | -20.1% | +0.9% | -21.0% | -20.3% |
| 6M | -36.3% | -11.8% | -24.5% | -29.2% |
| All | -36.3% | -14.9% | -21.4% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling