+129.7%
COP vs FIVN
-82.6%
+212.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | +3.4% | -17.4% | +20.8% | +4.3% |
| 30D | -0.6% | -20.4% | +19.8% | +0.3% |
| 3M | +10.8% | -9.6% | +20.4% | +10.8% |
| 6M | +19.6% | +34.7% | -15.1% | +16.1% |
| YTD | +52.9% | +40.6% | +12.3% | +47.0% |
| 1Y | +62.2% | +34.3% | +27.9% | +56.4% |
| 3Y | +32.4% | -55.5% | +87.8% | +33.5% |
| 5Y | +129.7% | -82.5% | +212.2% | +133.8% |
| All | +129.7% | -82.6% | +212.3% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling