+208.1%
COF vs FICO
+544.0%
-335.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -2.6% |
| 7D | -5.8% | -0.1% | -5.7% | -5.8% |
| 30D | -0.3% | +8.4% | -8.8% | -4.1% |
| 3M | -8.5% | -30.5% | +22.0% | 0.0% |
| 6M | +5.6% | -35.7% | +41.3% | +16.3% |
| YTD | -17.1% | -57.2% | +40.1% | +5.5% |
| 1Y | -7.4% | -58.4% | +51.0% | +19.1% |
| 3Y | +99.1% | -24.8% | +123.9% | +78.3% |
| 5Y | +39.5% | +79.3% | -39.7% | -24.6% |
| 10Y | +208.1% | +531.6% | -323.5% | -10.9% |
| All | +208.1% | +544.0% | -335.8% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling