+983.6%
CAT vs FIVN
+318.5%
+665.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +1.9% |
| 7D | +1.7% | -2.3% | +4.0% | +1.9% |
| 30D | -6.6% | +12.4% | -19.0% | -7.9% |
| 3M | -13.3% | +36.0% | -49.3% | -16.4% |
| 6M | +11.6% | +86.0% | -74.4% | +3.1% |
| YTD | +42.9% | +65.9% | -23.0% | +33.1% |
| 1Y | +95.4% | +26.5% | +68.9% | +87.2% |
| 3Y | +196.6% | -54.2% | +250.8% | +207.6% |
| 5Y | +321.7% | -80.5% | +402.1% | +359.7% |
| 10Y | +1,140.8% | +109.6% | +1,031.1% | +879.7% |
| All | +983.6% | +318.5% | +665.1% | +694.7% |
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 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