+36.3%
FIVE vs COO
-24.0%
+60.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.8% |
| 7D | -1.7% | +5.3% | -7.0% | -3.5% |
| 30D | +14.9% | +12.5% | +2.4% | +10.2% |
| 3M | +7.6% | -15.1% | +22.8% | +13.5% |
| 6M | +6.4% | +3.7% | +2.7% | +3.0% |
| YTD | +28.1% | -22.5% | +50.6% | +39.8% |
| 1Y | +54.7% | -7.8% | +62.5% | +57.3% |
| All | +36.3% | -24.0% | +60.3% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling