+101.7%
FICO vs COO
-38.8%
+140.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -16.0% |
| 7D | -19.2% | -2.2% | -17.0% | -18.2% |
| 30D | -14.6% | -7.0% | -7.6% | -11.5% |
| 3M | -20.1% | +12.2% | -32.3% | -24.2% |
| 6M | -36.3% | -15.1% | -21.2% | -31.3% |
| YTD | -44.9% | -15.1% | -29.8% | -40.5% |
| 1Y | -38.6% | +2.3% | -41.0% | -39.6% |
| 3Y | +4.0% | -23.7% | +27.7% | +12.2% |
| All | +101.7% | -38.8% | +140.4% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling