+551.0%
FIVE vs COO
+41.2%
+509.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.6% |
| 7D | -0.3% | +4.7% | -5.0% | -2.7% |
| 30D | +17.7% | +13.9% | +3.8% | +9.6% |
| 3M | +4.0% | -14.9% | +18.9% | +12.2% |
| 6M | +2.6% | +2.0% | +0.6% | -1.3% |
| YTD | +27.6% | -23.9% | +51.5% | +44.9% |
| 1Y | +59.9% | -9.6% | +69.6% | +64.3% |
| 3Y | +35.8% | -25.4% | +61.2% | +48.6% |
| 5Y | +14.4% | -41.2% | +55.6% | +42.4% |
| All | +551.0% | +41.2% | +509.8% | +510.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling