+61.8%
FIVE vs COO
-13.9%
+75.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.1% |
| 7D | +2.4% | -2.1% | +4.5% | +3.1% |
| 30D | +15.8% | +13.9% | +1.9% | +12.0% |
| 3M | +3.8% | -18.9% | +22.7% | +9.5% |
| 6M | +18.5% | +3.7% | +14.8% | +13.3% |
| YTD | +31.2% | -24.1% | +55.3% | +48.8% |
| 1Y | +61.8% | -14.2% | +76.0% | +72.3% |
| All | +61.8% | -13.9% | +75.7% | +72.3% |
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