+569.2%
FIVE vs COO
+40.7%
+528.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.5% | +3.1% | +4.2% |
| 7D | +6.2% | +4.3% | +1.9% | +3.9% |
| 30D | +18.2% | +17.6% | +0.6% | +8.2% |
| 3M | +3.8% | -13.9% | +17.7% | +11.4% |
| 6M | +13.7% | +6.6% | +7.2% | +6.9% |
| YTD | +34.7% | -22.0% | +56.7% | +51.1% |
| 1Y | +66.6% | -8.8% | +75.4% | +70.5% |
| 3Y | +44.3% | -21.5% | +65.8% | +53.2% |
| 5Y | +18.8% | -41.0% | +59.8% | +47.8% |
| 10Y | +569.2% | +40.9% | +528.3% | +520.5% |
| All | +569.2% | +40.7% | +528.5% | +520.5% |
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