+76.9%
FICO vs COO
-41.6%
+118.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | -0.9% | +4.7% | -5.7% | -3.2% |
| 30D | +3.3% | +13.9% | -10.6% | -2.6% |
| 3M | -31.7% | -14.9% | -16.8% | -27.2% |
| 6M | -34.0% | +2.0% | -36.0% | -35.4% |
| YTD | -58.3% | -23.9% | -34.4% | -53.3% |
| 1Y | -57.9% | -9.6% | -48.3% | -56.5% |
| 3Y | -24.1% | -25.4% | +1.4% | -19.9% |
| All | +76.9% | -41.6% | +118.5% | +102.9% |
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