+702.8%
CAT vs FIVN
+253.1%
+449.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.8% | +2.8% |
| 7D | +1.7% | -22.8% | +24.5% | +3.9% |
| 30D | -24.6% | -21.3% | -3.3% | -23.1% |
| 3M | -28.5% | -14.0% | -14.5% | -28.0% |
| 6M | -34.8% | +31.1% | -65.9% | -37.5% |
| YTD | +5.9% | +40.0% | -34.1% | -0.4% |
| 1Y | +6.8% | +38.1% | -31.2% | +0.5% |
| 3Y | +161.1% | -55.7% | +216.7% | +170.2% |
| 5Y | +213.4% | -82.5% | +295.9% | +243.9% |
| 10Y | +700.3% | +92.4% | +607.9% | +534.5% |
| All | +702.8% | +253.1% | +449.7% | +494.6% |
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