-58.8%
CAPR vs FIVN
+104.7%
-163.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +1.2% | +25.3% | +26.3% |
| 7D | +25.8% | -22.8% | +48.6% | +30.3% |
| 30D | +50.2% | -21.3% | +71.5% | +54.9% |
| 3M | +185.5% | -14.0% | +199.5% | +188.9% |
| 6M | -64.8% | +31.1% | -95.9% | -68.6% |
| YTD | -61.1% | +40.0% | -101.1% | -66.7% |
| 1Y | +81.0% | +38.1% | +42.9% | +55.9% |
| 3Y | +300.7% | -55.7% | +356.4% | +298.5% |
| 5Y | +223.3% | -82.5% | +305.9% | +250.5% |
| 10Y | -58.8% | +92.4% | -151.1% | -71.6% |
| All | -58.8% | +104.7% | -163.5% | -71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling