-24.1%
FICO vs COO
-25.3%
+1.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.9% | +4.7% | -5.7% | -2.3% |
| 30D | +3.3% | +13.9% | -10.6% | -0.4% |
| 3M | -31.7% | -14.9% | -16.8% | -29.1% |
| 6M | -34.0% | +2.0% | -36.0% | -34.5% |
| YTD | -58.3% | -23.9% | -34.4% | -55.4% |
| 1Y | -57.9% | -9.6% | -48.3% | -56.7% |
| 3Y | -24.1% | -25.4% | +1.4% | -17.7% |
| All | -24.1% | -25.3% | +1.3% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling