+17.7%
COP vs FIVN
+88.3%
-70.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -1.2% |
| 7D | +3.0% | -2.3% | +5.3% | +2.9% |
| 30D | +17.5% | +12.4% | +5.1% | +17.8% |
| 3M | +13.4% | +36.0% | -22.7% | +14.4% |
| 6M | +17.7% | +86.0% | -68.2% | +20.6% |
| All | +17.7% | +88.3% | -70.6% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling