+110.5%
COO vs FIVN
+318.5%
-208.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.1% |
| 7D | -2.2% | -2.3% | +0.1% | -1.9% |
| 30D | -7.0% | +12.4% | -19.4% | -9.0% |
| 3M | +12.2% | +36.0% | -23.8% | +6.3% |
| 6M | -15.1% | +86.0% | -101.1% | -24.3% |
| YTD | -15.1% | +65.9% | -81.0% | -23.3% |
| 1Y | +2.3% | +26.5% | -24.2% | -4.0% |
| 3Y | -23.7% | -54.2% | +30.5% | -19.2% |
| 5Y | -38.9% | -80.5% | +41.5% | -30.5% |
| 10Y | +49.9% | +109.6% | -59.7% | +30.4% |
| All | +110.5% | +318.5% | -208.0% | +72.6% |
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