+300.2%
CCJ vs FIVN
-82.2%
+382.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -1.0% |
| 7D | -4.0% | -7.8% | +3.8% | -2.8% |
| 30D | -2.4% | -1.7% | -0.6% | -2.3% |
| 3M | -2.3% | +47.2% | -49.5% | -9.6% |
| 6M | -16.2% | +82.7% | -98.9% | -27.0% |
| YTD | +5.7% | +52.9% | -47.2% | -5.6% |
| 1Y | +21.3% | +17.5% | +3.8% | +14.4% |
| 3Y | +159.4% | -55.8% | +215.2% | +190.8% |
| All | +300.2% | -82.2% | +382.3% | +410.3% |
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