+16.6%
FIVE vs COO
-40.4%
+56.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | +12.7% | +14.2% | -1.5% | +5.7% |
| 3M | +2.1% | -18.2% | +20.3% | +11.9% |
| 6M | +17.5% | +5.3% | +12.1% | +11.4% |
| YTD | +31.0% | -23.6% | +54.5% | +47.6% |
| 1Y | +67.7% | -12.7% | +80.4% | +75.6% |
| 3Y | +43.4% | -24.2% | +67.6% | +53.2% |
| All | +16.6% | -40.4% | +56.9% | +40.9% |
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 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