+126.8%
COP vs FIVE
+19.0%
+107.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | +0.2% | +17.4% | -17.2% | -1.4% |
| 3M | +10.2% | +7.0% | +3.2% | +9.2% |
| 6M | +20.1% | +20.5% | -0.4% | +17.2% |
| YTD | +50.5% | +33.1% | +17.4% | +44.5% |
| 1Y | +56.8% | +67.1% | -10.3% | +46.5% |
| 3Y | +30.3% | +41.9% | -11.6% | +18.1% |
| 5Y | +126.8% | +21.1% | +105.8% | +117.9% |
| All | +126.8% | +19.0% | +107.8% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling