+39.0%
CBOE vs FIVN
+55.4%
-16.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.4% | +0.2% |
| 7D | +7.7% | -3.4% | +11.1% | +7.9% |
| 30D | +24.4% | +5.8% | +18.7% | +24.0% |
| 3M | +20.0% | +22.0% | -2.0% | +18.6% |
| 6M | +2.4% | +55.7% | -53.4% | -1.0% |
| YTD | +38.5% | +81.3% | -42.8% | +27.9% |
| 1Y | +39.0% | +58.0% | -19.0% | +27.8% |
| All | +39.0% | +55.4% | -16.5% | +27.8% |
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 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