+72.5%
CART vs FIVN
-56.2%
+128.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -17.6% | +18.2% | +3.6% |
| 7D | +3.0% | -22.6% | +25.6% | +7.3% |
| 30D | +28.6% | -16.8% | +45.3% | +32.2% |
| 3M | +29.1% | -0.9% | +30.0% | +28.1% |
| 6M | +44.7% | +28.4% | +16.3% | +37.6% |
| YTD | +29.2% | +40.2% | -11.0% | +20.1% |
| 1Y | +66.2% | +30.5% | +35.6% | +55.4% |
| 3Y | +112.8% | -56.2% | +169.0% | +124.7% |
| All | +72.5% | -56.2% | +128.7% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling