+52.8%
COF vs FICO
+99.8%
-47.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +4.0% |
| 7D | +1.8% | -19.2% | +21.0% | +7.1% |
| 30D | -0.6% | -14.6% | +14.0% | +2.9% |
| 3M | +20.3% | -20.1% | +40.4% | +25.1% |
| 6M | +13.0% | -36.3% | +49.3% | +24.2% |
| YTD | -8.3% | -44.9% | +36.5% | +5.0% |
| 1Y | -1.5% | -38.6% | +37.2% | +7.4% |
| 3Y | +122.3% | +4.0% | +118.3% | +89.9% |
| All | +52.8% | +99.8% | -47.0% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling