-16.0%
CAG vs FIVN
+71.4%
-87.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.8% |
| 7D | -6.6% | -9.6% | +3.0% | -5.9% |
| 30D | +2.3% | -11.9% | +14.2% | +3.2% |
| 3M | +16.3% | +40.1% | -23.8% | +12.9% |
| 6M | -16.0% | +68.3% | -84.4% | -14.6% |
| All | -16.0% | +71.4% | -87.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 6mo: compounded portfolio wealth divided by compounded FIVN 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…
6mo analysis · Full analysis span regression · 6 months rolling