+183.0%
COR vs FICO
+84.1%
+98.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.1% |
| 7D | +2.8% | -0.3% | +3.0% | +2.8% |
| 30D | +7.4% | +1.7% | +5.7% | +7.2% |
| 3M | +7.3% | -35.2% | +42.5% | +8.7% |
| 6M | +11.5% | -33.7% | +45.2% | +12.8% |
| YTD | +1.2% | -58.2% | +59.3% | +4.0% |
| 1Y | -3.3% | -56.6% | +53.3% | -0.8% |
| 3Y | +78.5% | -24.0% | +102.4% | +75.2% |
| 5Y | +183.0% | +86.1% | +96.9% | +158.9% |
| All | +183.0% | +84.1% | +98.9% | +158.9% |
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