-1.3%
COF vs FICO
-39.2%
+37.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +1.2% | -15.4% | +16.7% | +2.8% |
| 30D | -1.4% | -10.4% | +9.0% | -0.5% |
| 3M | +19.0% | -22.7% | +41.7% | +21.3% |
| 6M | +14.9% | -36.8% | +51.6% | +19.8% |
| YTD | -10.7% | -44.8% | +34.1% | -6.5% |
| 1Y | -1.3% | -39.3% | +38.0% | +3.0% |
| All | -1.3% | -39.2% | +37.9% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling