-43.3%
COO vs FIVN
-82.0%
+38.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.5% | -5.7% |
| 7D | -9.0% | -9.6% | +0.6% | -7.4% |
| 30D | -16.8% | -11.9% | -4.9% | -15.2% |
| 3M | -7.5% | +40.1% | -47.6% | -13.7% |
| 6M | -16.3% | +68.3% | -84.6% | -25.9% |
| YTD | -22.5% | +51.5% | -74.0% | -30.5% |
| 1Y | -7.0% | +15.1% | -22.1% | -12.1% |
| 3Y | -27.5% | -55.6% | +28.1% | -20.3% |
| 5Y | -43.3% | -82.4% | +39.1% | -30.9% |
| All | -43.3% | -82.0% | +38.7% | -30.9% |
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