+139.8%
CBOE vs FIVN
-82.2%
+222.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | -5.8% | -7.8% | +2.0% | -5.6% |
| 30D | -3.1% | -1.7% | -1.4% | -3.1% |
| 3M | -4.8% | +47.2% | -51.9% | -6.3% |
| 6M | -0.6% | +82.7% | -83.3% | -3.4% |
| YTD | +12.8% | +52.9% | -40.1% | +10.0% |
| 1Y | +19.8% | +17.5% | +2.3% | +17.6% |
| 3Y | +86.9% | -55.8% | +142.8% | +91.1% |
| All | +139.8% | -82.2% | +222.0% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling