+120.6%
COST vs FICO
+81.4%
+39.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +4.1% | -0.9% | +5.0% | +4.2% |
| 30D | +12.0% | +3.3% | +8.6% | +11.0% |
| 3M | +11.2% | -31.7% | +42.9% | +16.2% |
| 6M | +6.1% | -34.0% | +40.1% | +10.7% |
| YTD | +22.9% | -58.3% | +81.2% | +38.4% |
| 1Y | +14.7% | -57.9% | +72.7% | +28.9% |
| 3Y | +92.3% | -24.1% | +116.4% | +79.5% |
| All | +120.6% | +81.4% | +39.2% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling