+329.9%
COP vs FICO
+524.6%
-194.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | +3.4% | +1.4% | +2.0% | +3.0% |
| 30D | -0.6% | -0.8% | +0.2% | -0.9% |
| 3M | +10.8% | -31.3% | +42.1% | +18.0% |
| 6M | +19.6% | -33.9% | +53.6% | +26.6% |
| YTD | +52.9% | -57.6% | +110.5% | +80.2% |
| 1Y | +62.2% | -59.7% | +121.9% | +93.6% |
| 3Y | +32.4% | -28.0% | +60.4% | +19.8% |
| 5Y | +129.7% | +91.0% | +38.8% | +27.6% |
| All | +329.9% | +524.6% | -194.7% | +70.7% |
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