+414.1%
CARR vs FIVN
-51.8%
+465.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -4.1% | -11.3% | +7.2% | -2.8% |
| 30D | -11.0% | -7.3% | -3.7% | -10.3% |
| 3M | -16.4% | +41.7% | -58.1% | -20.5% |
| 6M | -2.4% | +78.3% | -80.6% | -11.5% |
| YTD | +8.4% | +50.9% | -42.4% | +0.2% |
| 1Y | -8.0% | +19.7% | -27.6% | -12.1% |
| 3Y | +0.6% | -55.7% | +56.3% | +7.2% |
| 5Y | +7.7% | -82.6% | +90.3% | +18.1% |
| All | +414.1% | -51.8% | +465.9% | +743.5% |
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 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