+520.9%
COR vs FICO
+512.2%
+8.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.8% | -0.9% | +1.8% | +0.9% |
| 30D | +5.1% | +3.3% | +1.8% | +4.2% |
| 3M | +2.8% | -31.7% | +34.6% | +7.2% |
| 6M | +32.5% | -34.0% | +66.5% | +38.0% |
| YTD | -0.7% | -58.3% | +57.7% | +10.8% |
| 1Y | -6.7% | -57.9% | +51.2% | +3.8% |
| 3Y | +73.7% | -24.1% | +97.8% | +61.6% |
| 5Y | +177.9% | +85.3% | +92.6% | +94.2% |
| All | +520.9% | +512.2% | +8.7% | +191.9% |
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 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