+4.4%
FICO vs COO
-23.4%
+27.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -16.3% |
| 7D | -19.2% | -2.2% | -17.0% | -18.6% |
| 30D | -14.6% | -7.0% | -7.6% | -12.7% |
| 3M | -20.1% | +12.2% | -32.3% | -22.2% |
| 6M | -36.3% | -15.1% | -21.2% | -33.4% |
| YTD | -44.9% | -15.1% | -29.8% | -42.3% |
| 1Y | -38.6% | +2.3% | -41.0% | -38.5% |
| All | +4.4% | -23.4% | +27.9% | +7.1% |
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