+24.5%
COP vs FIVN
-55.7%
+80.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.3% |
| 7D | -0.5% | -9.6% | +9.1% | 0.0% |
| 30D | +11.7% | -11.9% | +23.6% | +12.4% |
| 3M | +17.7% | +40.1% | -22.4% | +14.4% |
| 6M | +18.3% | +68.3% | -50.0% | +12.8% |
| YTD | +49.1% | +51.5% | -2.4% | +43.0% |
| 1Y | +53.3% | +15.1% | +38.2% | +51.5% |
| All | +24.5% | -55.7% | +80.1% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling