+65.1%
FIVE vs COO
+4.1%
+60.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.5% |
| 7D | +4.3% | -2.2% | +6.5% | +4.9% |
| 30D | +12.5% | -7.0% | +19.5% | +14.9% |
| 3M | +31.2% | +12.2% | +19.0% | +24.5% |
| 6M | +14.4% | -15.1% | +29.5% | +24.3% |
| YTD | +33.9% | -15.1% | +49.0% | +45.5% |
| 1Y | +65.1% | +2.3% | +62.7% | +62.0% |
| All | +65.1% | +4.1% | +60.9% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling