+64.1%
COP vs FIVE
+55.9%
+8.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -11.5% | -0.3% | -11.3% | -11.4% |
| 30D | +5.0% | +17.7% | -12.7% | +6.4% |
| 3M | +17.5% | +4.0% | +13.5% | +17.9% |
| 6M | +16.2% | +2.6% | +13.6% | +16.3% |
| YTD | +48.8% | +27.6% | +21.2% | +48.5% |
| 1Y | +64.1% | +59.9% | +4.2% | +67.3% |
| All | +64.1% | +55.9% | +8.2% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling