+51.5%
CART vs FIVN
-48.2%
+99.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -0.8% |
| 7D | +1.0% | -2.3% | +3.3% | +1.4% |
| 30D | +12.6% | +12.4% | +0.2% | +10.1% |
| 3M | +23.1% | +36.0% | -12.9% | +16.5% |
| 6M | +39.5% | +86.0% | -46.4% | +25.4% |
| YTD | +13.5% | +65.9% | -52.4% | +3.3% |
| 1Y | +14.9% | +26.5% | -11.6% | +7.7% |
| All | +51.5% | -48.2% | +99.7% | +52.3% |
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