-47.8%
CORZ vs FICO
-55.7%
+7.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.9% | -11.7% | -10.6% |
| 7D | -21.1% | -0.3% | -20.9% | -21.2% |
| 30D | -31.8% | +1.7% | -33.5% | -31.2% |
| 3M | -47.7% | -35.2% | -12.5% | -53.3% |
| 6M | -48.7% | -33.7% | -15.1% | -54.4% |
| YTD | -21.8% | -58.2% | +36.3% | -37.5% |
| 1Y | -47.8% | -56.6% | +8.8% | -55.5% |
| All | -47.8% | -55.7% | +7.9% | -55.5% |
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