-1.8%
CARR vs FIVN
+55.4%
-57.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.6% |
| 7D | -0.7% | -3.4% | +2.7% | -0.8% |
| 30D | +0.3% | +5.8% | -5.5% | +0.5% |
| 3M | -14.9% | +22.0% | -36.9% | -13.9% |
| 6M | -14.9% | +55.7% | -70.6% | -12.0% |
| YTD | +7.0% | +81.3% | -74.3% | +13.7% |
| 1Y | -1.8% | +58.0% | -59.7% | +6.9% |
| All | -1.8% | +55.4% | -57.2% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling