+44.6%
COP vs FICO
-39.1%
+83.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | -1.4% |
| 7D | +3.0% | -19.2% | +22.2% | +2.6% |
| 30D | +17.5% | -14.6% | +32.1% | +17.2% |
| 3M | +13.4% | -20.1% | +33.5% | +13.0% |
| 6M | +17.7% | -36.3% | +54.1% | +17.7% |
| YTD | +46.6% | -44.9% | +91.4% | +46.3% |
| 1Y | +44.6% | -38.6% | +83.2% | +46.5% |
| All | +44.6% | -39.1% | +83.7% | +46.5% |
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