-77.3%
CAPR vs FIVN
+105.2%
-182.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.9% | -4.2% |
| 7D | -12.6% | -9.6% | -3.1% | -11.4% |
| 30D | +124.4% | -11.9% | +136.3% | +127.8% |
| 3M | -66.8% | +40.1% | -106.9% | -70.2% |
| 6M | -71.8% | +68.3% | -140.1% | -76.2% |
| YTD | -70.1% | +51.5% | -121.5% | -74.3% |
| 1Y | +33.3% | +15.1% | +18.2% | +19.4% |
| 3Y | +36.7% | -55.6% | +92.3% | +36.3% |
| 5Y | +72.5% | -82.4% | +154.9% | +86.3% |
| 10Y | -77.3% | +114.5% | -191.7% | -81.1% |
| All | -77.3% | +105.2% | -182.5% | -81.1% |
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