+367.3%
CCJ vs FIVN
+318.5%
+48.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.4% |
| 7D | +0.7% | -2.3% | +3.0% | +1.0% |
| 30D | +6.9% | +12.4% | -5.5% | +4.9% |
| 3M | -11.6% | +36.0% | -47.7% | -15.7% |
| 6M | -16.2% | +86.0% | -102.2% | -24.5% |
| YTD | +10.1% | +65.9% | -55.8% | +0.2% |
| 1Y | +32.3% | +26.5% | +5.8% | +24.8% |
| 3Y | +171.3% | -54.2% | +225.5% | +186.6% |
| 5Y | +372.4% | -80.5% | +452.8% | +434.7% |
| 10Y | +1,070.0% | +109.6% | +960.4% | +956.6% |
| All | +367.3% | +318.5% | +48.8% | +279.1% |
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 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