+79.3%
FICO vs COO
-40.8%
+120.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +1.6% |
| 7D | -0.1% | +4.3% | -4.3% | -2.1% |
| 30D | +8.4% | +17.6% | -9.2% | +0.8% |
| 3M | -30.5% | -13.9% | -16.6% | -26.3% |
| 6M | -35.7% | +6.6% | -42.3% | -38.3% |
| YTD | -57.2% | -22.0% | -35.2% | -52.6% |
| 1Y | -58.4% | -8.8% | -49.6% | -57.2% |
| 3Y | -24.8% | -21.5% | -3.3% | -23.1% |
| 5Y | +79.3% | -41.0% | +120.3% | +103.5% |
| All | +79.3% | -40.8% | +120.0% | +103.5% |
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