+230.8%
CORZ vs FICO
-45.9%
+276.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.9% | -11.7% | -10.9% |
| 7D | -21.1% | -0.3% | -20.9% | -21.1% |
| 30D | -31.8% | +1.7% | -33.5% | -32.0% |
| 3M | -47.7% | -35.2% | -12.5% | -47.0% |
| 6M | -48.7% | -33.7% | -15.1% | -50.0% |
| YTD | -21.8% | -58.2% | +36.3% | -14.8% |
| 1Y | -47.8% | -56.6% | +8.8% | -44.1% |
| All | +230.8% | -45.9% | +276.7% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling