+256.9%
CAPR vs FIVN
-55.1%
+312.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.8% | +9.0% |
| 7D | +36.0% | -19.3% | +55.3% | +40.1% |
| 30D | +25.8% | -20.7% | +46.5% | +29.8% |
| 3M | +140.8% | -15.1% | +155.9% | +144.1% |
| 6M | -67.6% | +30.6% | -98.2% | -72.2% |
| YTD | -65.9% | +44.0% | -109.9% | -73.1% |
| 1Y | +66.1% | +45.5% | +20.6% | +30.6% |
| 3Y | +256.9% | -52.8% | +309.7% | +234.5% |
| All | +256.9% | -55.1% | +312.0% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling