-80.3%
FIG vs COO
-5.2%
-75.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -2.9% | -5.0% |
| 7D | -16.4% | -2.3% | -14.1% | -15.8% |
| 30D | -2.3% | -8.8% | +6.5% | 0.0% |
| 3M | +7.8% | +1.3% | +6.5% | +8.4% |
| 6M | -21.8% | -11.6% | -10.3% | -18.6% |
| YTD | -39.1% | -17.4% | -21.7% | -35.7% |
| 1Y | -56.6% | -1.6% | -55.0% | -55.2% |
| All | -80.3% | -5.2% | -75.1% | -79.8% |
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