+9.3%
CAT vs FIVN
+29.8%
-20.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -1.0% |
| 7D | +7.4% | -2.8% | +10.3% | +7.2% |
| 30D | -19.7% | -17.4% | -2.3% | -20.4% |
| 3M | -29.6% | -19.2% | -10.4% | -30.2% |
| 6M | -33.2% | +29.4% | -62.6% | -30.5% |
| YTD | +5.7% | +36.3% | -30.6% | +10.3% |
| 1Y | +9.3% | +33.5% | -24.1% | +14.7% |
| All | +9.3% | +29.8% | -20.5% | +14.7% |
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