+64.1%
COP vs FICO
-58.2%
+122.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -11.5% | -0.9% | -10.6% | -11.5% |
| 30D | +5.0% | +3.3% | +1.6% | +4.9% |
| 3M | +17.5% | -31.7% | +49.2% | +16.7% |
| 6M | +16.2% | -34.0% | +50.2% | +15.4% |
| YTD | +48.8% | -58.3% | +107.1% | +49.5% |
| 1Y | +64.1% | -57.9% | +122.0% | +65.4% |
| All | +64.1% | -58.2% | +122.3% | +65.4% |
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 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