+186.6%
COP vs FIVN
+318.5%
-131.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.4% | -0.9% |
| 7D | +3.0% | -2.3% | +5.3% | +3.2% |
| 30D | +17.5% | +12.4% | +5.1% | +16.2% |
| 3M | +13.4% | +36.0% | -22.7% | +10.3% |
| 6M | +17.7% | +86.0% | -68.2% | +11.2% |
| YTD | +46.6% | +65.9% | -19.3% | +39.2% |
| 1Y | +44.6% | +26.5% | +18.1% | +40.1% |
| 3Y | +20.7% | -54.2% | +74.9% | +23.5% |
| 5Y | +185.0% | -80.5% | +265.5% | +203.4% |
| 10Y | +347.0% | +109.6% | +237.3% | +257.3% |
| All | +186.6% | +318.5% | -131.9% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling