+20.0%
COP vs FIVE
+50.0%
-30.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -1.5% |
| 7D | +3.0% | +4.3% | -1.3% | +2.6% |
| 30D | +17.5% | +12.5% | +5.0% | +16.2% |
| 3M | +13.4% | +31.2% | -17.9% | +10.4% |
| 6M | +17.7% | +14.4% | +3.4% | +15.6% |
| YTD | +46.6% | +33.9% | +12.7% | +41.3% |
| 1Y | +44.6% | +65.1% | -20.4% | +36.0% |
| All | +20.0% | +50.0% | -30.0% | +1.5% |
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