-1.1%
CAG vs FIVN
+282.0%
-283.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.9% |
| 7D | -6.6% | -9.6% | +3.0% | -6.2% |
| 30D | +2.3% | -11.9% | +14.2% | +2.8% |
| 3M | +16.3% | +40.1% | -23.8% | +14.6% |
| 6M | -16.0% | +68.3% | -84.4% | -18.0% |
| YTD | -7.7% | +51.5% | -59.2% | -9.6% |
| 1Y | -16.0% | +15.1% | -31.2% | -17.0% |
| 3Y | -37.7% | -55.6% | +17.9% | -36.6% |
| 5Y | -41.2% | -82.4% | +41.2% | -38.2% |
| 10Y | -33.8% | +114.5% | -148.3% | -41.0% |
| All | -1.1% | +282.0% | -283.1% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling