+92.3%
COO vs FIVN
+249.1%
-156.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | 0.0% |
| 7D | +4.5% | -22.4% | +26.9% | +8.1% |
| 30D | +16.9% | -23.8% | +40.7% | +21.0% |
| 3M | -16.7% | -19.5% | +2.8% | -14.9% |
| 6M | +5.9% | +25.6% | -19.6% | +0.4% |
| YTD | -22.4% | +38.4% | -60.8% | -28.7% |
| 1Y | -10.1% | +33.7% | -43.8% | -17.0% |
| 3Y | -22.8% | -56.2% | +33.4% | -18.3% |
| 5Y | -41.4% | -82.9% | +41.5% | -32.4% |
| 10Y | +41.3% | +103.6% | -62.3% | +24.1% |
| All | +92.3% | +249.1% | -156.8% | +60.5% |
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