+118.1%
COF vs FIVN
-55.2%
+173.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -5.1% | -7.8% | +2.7% | -3.6% |
| 30D | -6.0% | -1.7% | -4.3% | -5.9% |
| 3M | +14.8% | +47.2% | -32.4% | +4.6% |
| 6M | +15.3% | +82.7% | -67.4% | -2.5% |
| YTD | -13.0% | +52.9% | -66.0% | -23.3% |
| 1Y | -5.7% | +17.5% | -23.2% | -11.4% |
| 3Y | +118.1% | -55.8% | +174.0% | +126.8% |
| All | +118.1% | -55.2% | +173.4% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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