+5,381.3%
COF vs FICO
+11,946.1%
-6,564.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.5% | -0.9% | -0.5% | -1.1% |
| 30D | +3.0% | +3.3% | -0.3% | +0.6% |
| 3M | -7.9% | -31.7% | +23.8% | +1.9% |
| 6M | +5.2% | -34.0% | +39.2% | +15.2% |
| YTD | -15.7% | -58.3% | +42.6% | +8.6% |
| 1Y | -5.5% | -57.9% | +52.5% | +21.1% |
| 3Y | +100.5% | -24.1% | +124.6% | +87.1% |
| 5Y | +42.3% | +85.3% | -43.0% | -13.4% |
| 10Y | +228.7% | +520.3% | -291.6% | +16.5% |
| All | +5,381.3% | +11,946.1% | -6,564.8% | +652.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling