+186.1%
COR vs FICO
+99.8%
+86.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | -1.2% |
| 7D | +2.8% | -19.2% | +22.0% | +3.6% |
| 30D | +4.5% | -14.6% | +19.1% | +5.1% |
| 3M | +22.7% | -20.1% | +42.8% | +23.7% |
| 6M | -9.7% | -36.3% | +26.6% | -8.4% |
| YTD | -1.4% | -44.9% | +43.4% | +0.6% |
| 1Y | +13.9% | -38.6% | +52.6% | +15.6% |
| 3Y | +94.0% | +4.0% | +90.0% | +88.4% |
| All | +186.1% | +99.8% | +86.3% | +170.5% |
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 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