+78,963.7%
FICO vs COO
+5,456.7%
+73,507.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | -0.3% | +5.3% | -5.5% | -0.8% |
| 30D | +1.7% | +12.5% | -10.8% | +0.5% |
| 3M | -35.2% | -15.1% | -20.1% | -34.2% |
| 6M | -33.7% | +3.7% | -37.3% | -34.0% |
| YTD | -58.2% | -22.5% | -35.6% | -57.1% |
| 1Y | -56.6% | -7.8% | -48.8% | -56.3% |
| 3Y | -24.0% | -24.1% | +0.1% | -22.4% |
| 5Y | +86.1% | -40.1% | +126.2% | +94.3% |
| 10Y | +522.8% | +44.7% | +478.1% | +510.1% |
| All | +78,963.7% | +5,456.7% | +73,507.0% | +67,655.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling