+602.8%
FICO vs COO
+49.3%
+553.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -15.8% |
| 7D | -19.2% | -2.2% | -17.0% | -18.0% |
| 30D | -14.6% | -7.0% | -7.6% | -10.8% |
| 3M | -20.1% | +12.2% | -32.3% | -25.3% |
| 6M | -36.3% | -15.1% | -21.2% | -30.4% |
| YTD | -44.9% | -15.1% | -29.8% | -39.7% |
| 1Y | -38.6% | +2.3% | -41.0% | -40.1% |
| 3Y | +4.0% | -23.7% | +27.7% | +12.9% |
| 5Y | +99.5% | -38.9% | +138.5% | +145.7% |
| All | +602.8% | +49.3% | +553.5% | +416.6% |
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