+104,095.6%
FICO vs CPB
+325.7%
+103,769.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.4% | -13.3% | -16.1% |
| 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% | -20.1% |
| 6M | -36.3% | -11.8% | -24.5% | -34.8% |
| YTD | -44.9% | -19.4% | -25.4% | -42.8% |
| 1Y | -38.6% | -30.4% | -8.2% | -34.8% |
| 3Y | +4.0% | -40.2% | +44.1% | +12.0% |
| 5Y | +99.5% | -39.5% | +139.0% | +112.5% |
| 10Y | +604.7% | -47.4% | +652.1% | +649.5% |
| All | +104,095.6% | +325.7% | +103,769.8% | +119,404.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling