-56.6%
FIG vs COO
-2.5%
-54.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -2.9% | -4.6% |
| 7D | -16.4% | -2.3% | -14.1% | -15.6% |
| 30D | -2.3% | -8.8% | +6.5% | +1.2% |
| 3M | +7.8% | +1.3% | +6.5% | +8.3% |
| 6M | -21.8% | -11.6% | -10.3% | -15.7% |
| YTD | -39.1% | -17.4% | -21.7% | -32.3% |
| 1Y | -56.6% | -1.6% | -55.0% | -54.7% |
| All | -56.6% | -2.5% | -54.1% | -54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling