-83.2%
FIG vs COO
-10.5%
-72.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.5% |
| 7D | -12.6% | +4.3% | -16.9% | -13.4% |
| 30D | -13.8% | +17.6% | -31.4% | -16.7% |
| 3M | -16.7% | -13.9% | -2.8% | -13.8% |
| 6M | -6.1% | +6.6% | -12.6% | -7.0% |
| YTD | -48.1% | -22.0% | -26.1% | -44.6% |
| 1Y | -56.2% | -8.8% | -47.4% | -53.8% |
| All | -83.2% | -10.5% | -72.7% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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