+21.1%
FIVE vs COO
-41.3%
+62.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -0.5% | -2.3% | +1.8% | +0.7% |
| 30D | +17.4% | +13.3% | +4.1% | +10.5% |
| 3M | +7.0% | -18.1% | +25.1% | +17.2% |
| 6M | +20.5% | +6.7% | +13.8% | +13.4% |
| YTD | +33.1% | -23.2% | +56.3% | +49.7% |
| 1Y | +67.1% | -12.3% | +79.4% | +74.5% |
| 3Y | +41.9% | -23.6% | +65.5% | +50.8% |
| 5Y | +21.1% | -38.7% | +59.8% | +44.5% |
| All | +21.1% | -41.3% | +62.4% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling