+113.1%
COP vs FICO
+84.1%
+29.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -9.7% | -0.3% | -9.5% | -9.7% |
| 30D | +4.7% | +1.7% | +3.0% | +4.4% |
| 3M | +18.5% | -35.2% | +53.7% | +21.2% |
| 6M | +11.4% | -33.7% | +45.1% | +13.1% |
| YTD | +47.9% | -58.2% | +106.1% | +56.3% |
| 1Y | +59.3% | -56.6% | +115.9% | +67.5% |
| 3Y | +23.6% | -24.0% | +47.6% | +19.1% |
| 5Y | +113.1% | +86.1% | +27.0% | +72.9% |
| All | +113.1% | +84.1% | +29.0% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling