+88.1%
COO vs FIVN
+254.6%
-166.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -2.1% | -17.4% | +15.3% | +0.4% |
| 30D | +13.9% | -20.4% | +34.3% | +17.1% |
| 3M | -18.9% | -9.6% | -9.3% | -18.6% |
| 6M | +3.7% | +34.7% | -31.0% | -2.7% |
| YTD | -24.1% | +40.6% | -64.7% | -30.4% |
| 1Y | -14.2% | +34.3% | -48.5% | -20.8% |
| 3Y | -24.5% | -55.5% | +31.0% | -20.3% |
| 5Y | -40.4% | -82.5% | +42.0% | -31.5% |
| 10Y | +40.5% | +93.2% | -52.7% | +23.7% |
| All | +88.1% | +254.6% | -166.5% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling