+332.5%
COPX vs FIVN
+292.8%
+39.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.1% | +10.2% | +4.9% |
| 7D | +5.8% | -8.2% | +14.0% | +6.9% |
| 30D | +7.2% | -8.1% | +15.3% | +8.2% |
| 3M | +16.5% | +34.9% | -18.4% | +10.8% |
| 6M | +18.4% | +72.6% | -54.2% | +7.3% |
| YTD | +31.9% | +55.8% | -23.8% | +20.5% |
| 1Y | +88.5% | +17.1% | +71.3% | +79.1% |
| 3Y | +173.1% | -54.3% | +227.4% | +187.8% |
| 5Y | +193.1% | -81.6% | +274.7% | +235.0% |
| 10Y | +591.7% | +109.2% | +482.5% | +468.5% |
| All | +332.5% | +292.8% | +39.7% | +205.5% |
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