+541.2%
CBOE vs FIVN
+292.8%
+248.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | -1.4% |
| 7D | -4.6% | -8.2% | +3.6% | -4.2% |
| 30D | +2.6% | -8.1% | +10.8% | +3.0% |
| 3M | +4.9% | +34.9% | -30.0% | +3.0% |
| 6M | -2.2% | +72.6% | -74.8% | -5.6% |
| YTD | +17.7% | +55.8% | -38.0% | +13.9% |
| 1Y | +26.1% | +17.1% | +8.9% | +23.5% |
| 3Y | +97.1% | -54.3% | +151.4% | +101.2% |
| 5Y | +149.2% | -81.6% | +230.7% | +164.8% |
| 10Y | +385.1% | +109.2% | +275.9% | +345.2% |
| All | +541.2% | +292.8% | +248.4% | +486.7% |
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