-86.4%
CAPR vs FIVN
+263.1%
-349.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.7% | +6.8% | +9.1% |
| 7D | +36.0% | -19.3% | +55.3% | +39.9% |
| 30D | +25.8% | -20.7% | +46.5% | +29.5% |
| 3M | +140.8% | -15.1% | +155.9% | +143.9% |
| 6M | -67.6% | +30.6% | -98.2% | -70.9% |
| YTD | -65.9% | +44.0% | -109.9% | -70.7% |
| 1Y | +66.1% | +45.5% | +20.6% | +42.6% |
| 3Y | +256.9% | -52.8% | +309.7% | +253.7% |
| 5Y | +172.1% | -82.6% | +254.7% | +197.9% |
| 10Y | -64.7% | +109.4% | -174.0% | -74.3% |
| All | -86.4% | +263.1% | -349.6% | -91.7% |
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