-25.9%
CCJ vs FIVN
+55.4%
-81.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.2% |
| 7D | -14.5% | -3.4% | -11.1% | -14.5% |
| 30D | -18.1% | +5.8% | -23.8% | -18.0% |
| 3M | -23.0% | +22.0% | -45.0% | -22.7% |
| 6M | -39.4% | +55.7% | -95.1% | -38.2% |
| YTD | -21.7% | +81.3% | -102.9% | -20.0% |
| 1Y | -25.9% | +58.0% | -83.9% | -22.1% |
| All | -25.9% | +55.4% | -81.3% | -22.1% |
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