-0.8%
COR vs FICO
-59.4%
+58.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | +7.8% | +2.2% | +5.6% | +7.7% |
| 30D | +7.0% | +0.1% | +6.9% | +6.9% |
| 3M | +16.3% | -35.2% | +51.4% | +17.6% |
| 6M | +41.3% | -32.4% | +73.6% | +43.4% |
| YTD | +7.1% | -57.4% | +64.5% | +10.7% |
| 1Y | -0.8% | -58.5% | +57.7% | +2.5% |
| All | -0.8% | -59.4% | +58.6% | +2.5% |
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