+851.7%
FIVE vs COO
+262.6%
+589.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.5% | +6.6% | +5.9% |
| 7D | +4.3% | -2.2% | +6.5% | +5.4% |
| 30D | +12.5% | -7.0% | +19.5% | +16.5% |
| 3M | +31.2% | +12.2% | +19.0% | +22.3% |
| 6M | +14.4% | -15.1% | +29.5% | +23.0% |
| YTD | +33.9% | -15.1% | +49.0% | +43.9% |
| 1Y | +65.1% | +2.3% | +62.7% | +60.1% |
| 3Y | +49.0% | -23.7% | +72.6% | +62.7% |
| 5Y | +30.3% | -38.9% | +69.2% | +57.8% |
| 10Y | +481.1% | +49.9% | +431.2% | +382.9% |
| All | +851.7% | +262.6% | +589.1% | +480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling