+124.5%
COST vs FICO
+91.4%
+33.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.0% | +2.2% | +2.8% | +4.6% |
| 30D | +12.8% | +0.1% | +12.7% | +12.5% |
| 3M | +15.2% | -35.2% | +50.3% | +21.6% |
| 6M | +7.4% | -32.4% | +39.8% | +11.7% |
| YTD | +29.0% | -57.4% | +86.4% | +44.9% |
| 1Y | +20.3% | -58.5% | +78.8% | +35.8% |
| 3Y | +99.0% | -28.9% | +127.9% | +89.1% |
| All | +124.5% | +91.4% | +33.1% | +65.4% |
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