-79.1%
FIG vs COO
-2.5%
-76.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.0% |
| 7D | -16.3% | -2.2% | -14.1% | -15.8% |
| 30D | -14.3% | -7.0% | -7.3% | -12.7% |
| 3M | +7.2% | +12.2% | -5.1% | +5.2% |
| 6M | -18.6% | -15.1% | -3.5% | -14.7% |
| YTD | -35.5% | -15.1% | -20.4% | -32.4% |
| 1Y | -55.8% | +2.3% | -58.1% | -54.6% |
| All | -79.1% | -2.5% | -76.6% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling