+67.9%
FIVE vs COO
-2.5%
+70.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +1.5% |
| 7D | +3.7% | -2.3% | +6.0% | +4.3% |
| 30D | +4.0% | -8.8% | +12.8% | +6.8% |
| 3M | +36.2% | +1.3% | +34.9% | +34.4% |
| 6M | +18.0% | -11.6% | +29.6% | +25.2% |
| YTD | +34.9% | -17.4% | +52.3% | +47.9% |
| 1Y | +67.9% | -1.6% | +69.5% | +66.9% |
| All | +67.9% | -2.5% | +70.4% | +66.9% |
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