+338.5%
COP vs FIVN
+118.5%
+220.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | +0.1% |
| 7D | +2.3% | -7.8% | +10.1% | +2.8% |
| 30D | +8.6% | -1.7% | +10.3% | +8.6% |
| 3M | +19.9% | +47.2% | -27.3% | +16.2% |
| 6M | +19.0% | +82.7% | -63.7% | +13.0% |
| YTD | +50.0% | +52.9% | -3.0% | +43.8% |
| 1Y | +50.5% | +17.5% | +33.0% | +47.0% |
| 3Y | +25.2% | -55.8% | +81.0% | +27.8% |
| 5Y | +194.3% | -82.3% | +276.6% | +211.6% |
| All | +338.5% | +118.5% | +220.0% | +281.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 10y: compounded portfolio wealth divided by compounded FIVN 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…
10y analysis · Full analysis span regression · 6 months rolling