+749.2%
COST vs FICO
+524.6%
+224.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +2.5% | +1.4% | +1.1% | +2.2% |
| 30D | +14.6% | -0.8% | +15.4% | +14.4% |
| 3M | +15.2% | -31.3% | +46.5% | +21.4% |
| 6M | +7.2% | -33.9% | +41.2% | +12.8% |
| YTD | +27.4% | -57.6% | +85.0% | +45.7% |
| 1Y | +20.2% | -59.7% | +79.9% | +38.9% |
| 3Y | +96.9% | -28.0% | +124.9% | +89.9% |
| 5Y | +122.8% | +91.0% | +31.9% | +62.8% |
| All | +749.2% | +524.6% | +224.7% | +299.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling