-87.0%
CAPR vs FIVN
+318.5%
-405.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | -2.0% | -2.3% | +0.3% | -1.7% |
| 30D | +139.2% | +12.4% | +126.8% | +133.0% |
| 3M | -66.4% | +36.0% | -102.4% | -69.5% |
| 6M | -63.1% | +86.0% | -149.1% | -69.2% |
| YTD | -67.4% | +65.9% | -133.4% | -72.4% |
| 1Y | +58.2% | +26.5% | +31.7% | +40.1% |
| 3Y | +42.2% | -54.2% | +96.4% | +42.2% |
| 5Y | +87.3% | -80.5% | +167.7% | +102.7% |
| 10Y | -75.3% | +109.6% | -184.9% | -81.9% |
| All | -87.0% | +318.5% | -405.5% | -92.2% |
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