+688.6%
CAT vs FIVN
+86.2%
+602.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.6% |
| 7D | +7.4% | -2.8% | +10.3% | +7.7% |
| 30D | -19.7% | -17.4% | -2.3% | -18.5% |
| 3M | -29.6% | -19.2% | -10.4% | -28.7% |
| 6M | -33.2% | +29.4% | -62.6% | -36.0% |
| YTD | +5.7% | +36.3% | -30.6% | -0.7% |
| 1Y | +9.3% | +33.5% | -24.1% | +3.0% |
| 3Y | +158.3% | -56.8% | +215.2% | +168.8% |
| 5Y | +211.6% | -83.0% | +294.6% | +245.3% |
| All | +688.6% | +86.2% | +602.4% | +463.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling