+17,914.9%
COR vs FICO
+11,017.2%
+6,897.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.2% |
| 7D | +2.8% | -0.3% | +3.0% | +2.8% |
| 30D | +7.4% | +1.7% | +5.7% | +6.7% |
| 3M | +7.3% | -35.2% | +42.5% | +12.7% |
| 6M | +11.5% | -33.7% | +45.2% | +16.1% |
| YTD | +1.2% | -58.2% | +59.3% | +12.0% |
| 1Y | -3.3% | -56.6% | +53.3% | +6.3% |
| 3Y | +78.5% | -24.0% | +102.4% | +72.9% |
| 5Y | +183.0% | +86.1% | +96.9% | +127.7% |
| 10Y | +545.4% | +522.8% | +22.6% | +315.6% |
| All | +17,914.9% | +11,017.2% | +6,897.7% | +7,705.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling