+17,451.9%
COR vs FICO
+14,551.0%
+2,900.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -16.7% | +14.8% | +0.7% |
| 7D | +2.8% | -19.2% | +22.0% | +5.9% |
| 30D | +4.5% | -14.6% | +19.1% | +6.6% |
| 3M | +22.7% | -20.1% | +42.8% | +25.9% |
| 6M | -9.7% | -36.3% | +26.6% | -4.8% |
| YTD | -1.4% | -44.9% | +43.4% | +6.0% |
| 1Y | +13.9% | -38.6% | +52.6% | +19.6% |
| 3Y | +94.0% | +4.0% | +90.0% | +81.1% |
| 5Y | +184.0% | +99.5% | +84.5% | +130.2% |
| 10Y | +406.8% | +604.7% | -197.9% | +224.3% |
| All | +17,451.9% | +14,551.0% | +2,900.9% | +7,285.6% |
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