-56.4%
FICO vs COO
-7.7%
-48.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.9% | -9.1% | -5.6% |
| 7D | +0.4% | +8.4% | -8.0% | -3.0% |
| 30D | +1.7% | +13.5% | -11.8% | -3.6% |
| 3M | -33.0% | -13.8% | -19.3% | -29.1% |
| 6M | -33.9% | +4.7% | -38.6% | -35.4% |
| YTD | -58.5% | -21.4% | -37.1% | -51.9% |
| 1Y | -56.4% | -6.7% | -49.6% | -54.3% |
| All | -56.4% | -7.7% | -48.7% | -54.3% |
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