+512.3%
COR vs FICO
+544.0%
-31.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +0.9% | +3.3% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +6.8% | +8.4% | -1.6% | +5.1% |
| 3M | +8.1% | -30.5% | +38.6% | +12.4% |
| 6M | +33.0% | -35.7% | +68.7% | +39.2% |
| YTD | +3.0% | -57.2% | +60.2% | +14.4% |
| 1Y | -3.4% | -58.4% | +55.0% | +7.8% |
| 3Y | +80.1% | -24.8% | +105.0% | +68.5% |
| 5Y | +194.7% | +79.3% | +115.5% | +109.7% |
| 10Y | +512.3% | +531.6% | -19.4% | +197.8% |
| All | +512.3% | +544.0% | -31.7% | +197.8% |
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