+310.1%
COP vs FICO
+535.6%
-225.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | -6.1% | +0.9% | -7.0% | -6.3% |
| 30D | +1.1% | +9.4% | -8.3% | -1.6% |
| 3M | +10.9% | -30.4% | +41.3% | +17.8% |
| 6M | +20.8% | -35.1% | +55.9% | +28.5% |
| YTD | +48.0% | -56.8% | +104.8% | +73.7% |
| 1Y | +58.5% | -58.4% | +116.9% | +87.7% |
| 3Y | +28.1% | -26.7% | +54.8% | +15.5% |
| 5Y | +120.5% | +88.0% | +32.4% | +24.2% |
| 10Y | +310.1% | +545.7% | -235.6% | +60.1% |
| All | +310.1% | +535.6% | -225.4% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling