+43.4%
CAPR vs FIVN
-55.5%
+98.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.1% | +2.5% | -2.6% |
| 7D | -9.5% | -8.2% | -1.3% | -8.3% |
| 30D | +121.5% | -8.1% | +129.6% | +123.6% |
| 3M | -65.4% | +34.9% | -100.3% | -69.6% |
| 6M | -67.5% | +72.6% | -140.2% | -75.1% |
| YTD | -68.6% | +55.8% | -124.4% | -75.2% |
| 1Y | +42.7% | +17.1% | +25.5% | +20.9% |
| 3Y | +43.4% | -54.3% | +97.7% | +22.1% |
| All | +43.4% | -55.5% | +98.9% | +22.1% |
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 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