+810.4%
FIVE vs COO
+231.0%
+579.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.6% |
| 7D | -1.7% | +5.3% | -7.0% | -4.2% |
| 30D | +14.9% | +12.5% | +2.4% | +8.2% |
| 3M | +7.6% | -15.1% | +22.8% | +15.6% |
| 6M | +6.4% | +3.7% | +2.7% | +2.0% |
| YTD | +28.1% | -22.5% | +50.6% | +42.8% |
| 1Y | +54.7% | -7.8% | +62.5% | +57.2% |
| 3Y | +36.1% | -24.1% | +60.1% | +47.3% |
| 5Y | +14.9% | -40.1% | +55.0% | +39.2% |
| 10Y | +578.8% | +44.7% | +534.1% | +474.0% |
| All | +810.4% | +231.0% | +579.5% | +476.4% |
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