+60.7%
COP vs FICO
-57.1%
+117.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -1.9% | -5.2% |
| 7D | -8.1% | +0.4% | -8.5% | -8.1% |
| 30D | +6.7% | +1.7% | +5.0% | +6.6% |
| 3M | +16.9% | -33.0% | +49.9% | +16.0% |
| 6M | +11.2% | -33.9% | +45.0% | +10.4% |
| YTD | +49.5% | -58.5% | +108.0% | +48.4% |
| 1Y | +60.7% | -56.4% | +117.0% | +61.3% |
| All | +60.7% | -57.1% | +117.8% | +61.3% |
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