+280.7%
COP vs FIVE
+868.1%
-587.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.1% |
| 7D | +3.0% | +4.3% | -1.3% | +2.1% |
| 30D | +17.5% | +12.5% | +5.0% | +14.5% |
| 3M | +13.4% | +31.2% | -17.9% | +7.0% |
| 6M | +17.7% | +14.4% | +3.4% | +13.1% |
| YTD | +46.6% | +33.9% | +12.7% | +36.1% |
| 1Y | +44.6% | +65.1% | -20.4% | +28.1% |
| 3Y | +20.7% | +49.0% | -28.3% | +3.0% |
| 5Y | +185.0% | +30.3% | +154.8% | +141.0% |
| 10Y | +347.0% | +481.1% | -134.1% | +168.5% |
| All | +280.7% | +868.1% | -587.4% | +107.2% |
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