+269.4%
CDW vs FIVN
+105.2%
+164.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.9% |
| 7D | -4.2% | -9.6% | +5.3% | -2.2% |
| 30D | +4.9% | -11.9% | +16.8% | +7.6% |
| 3M | +7.3% | +40.1% | -32.8% | -1.2% |
| 6M | +19.2% | +68.3% | -49.2% | +5.0% |
| YTD | +6.2% | +51.5% | -45.3% | -5.0% |
| 1Y | -14.0% | +15.1% | -29.1% | -18.9% |
| 3Y | -30.0% | -55.6% | +25.6% | -23.9% |
| 5Y | -23.6% | -82.4% | +58.8% | -5.3% |
| 10Y | +269.4% | +114.5% | +154.9% | +150.5% |
| All | +269.4% | +105.2% | +164.2% | +150.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling