-83.2%
FIG vs COO
-12.3%
-70.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +3.4% | +0.5% | +2.9% | +3.3% |
| 30D | -9.5% | +14.2% | -23.6% | -11.9% |
| 3M | -26.2% | -18.2% | -8.0% | -22.5% |
| 6M | +2.7% | +5.3% | -2.7% | +2.0% |
| YTD | -48.0% | -23.6% | -24.4% | -44.1% |
| 1Y | -52.0% | -12.7% | -39.4% | -49.2% |
| All | -83.2% | -12.3% | -70.9% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling