+286.4%
COP vs FIVE
+822.5%
-536.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | -11.5% | -0.3% | -11.3% | -11.6% |
| 30D | +5.0% | +17.7% | -12.7% | +1.5% |
| 3M | +17.5% | +4.0% | +13.5% | +15.8% |
| 6M | +16.2% | +2.6% | +13.6% | +14.2% |
| YTD | +48.8% | +27.6% | +21.2% | +38.9% |
| 1Y | +64.1% | +59.9% | +4.2% | +46.0% |
| 3Y | +25.7% | +35.8% | -10.1% | +9.2% |
| 5Y | +114.4% | +14.4% | +99.9% | +86.8% |
| 10Y | +331.7% | +576.1% | -244.5% | +154.0% |
| All | +286.4% | +822.5% | -536.0% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling