+43.1%
COF vs FIVN
-82.2%
+125.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -5.1% | -7.8% | +2.7% | -3.5% |
| 30D | -6.0% | -1.7% | -4.3% | -5.9% |
| 3M | +14.8% | +47.2% | -32.4% | +3.9% |
| 6M | +15.3% | +82.7% | -67.4% | -3.3% |
| YTD | -13.0% | +52.9% | -66.0% | -24.2% |
| 1Y | -5.7% | +17.5% | -23.2% | -12.6% |
| 3Y | +118.1% | -55.8% | +174.0% | +139.4% |
| All | +43.1% | -82.2% | +125.3% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling