+25.7%
COP vs FIVE
+34.8%
-9.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -11.5% | -0.3% | -11.3% | -11.5% |
| 30D | +5.0% | +17.7% | -12.7% | +3.6% |
| 3M | +17.5% | +4.0% | +13.5% | +16.8% |
| 6M | +16.2% | +2.6% | +13.6% | +15.5% |
| YTD | +48.8% | +27.6% | +21.2% | +43.9% |
| 1Y | +64.1% | +59.9% | +4.2% | +54.8% |
| 3Y | +25.7% | +35.8% | -10.1% | +5.3% |
| All | +25.7% | +34.8% | -9.2% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling