+580.6%
CF vs FIVN
+115.6%
+465.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -3.1% |
| 7D | +6.0% | -2.3% | +8.3% | +6.2% |
| 30D | +14.8% | +12.4% | +2.4% | +13.6% |
| 3M | +14.1% | +36.0% | -22.0% | +11.0% |
| 6M | +28.5% | +86.0% | -57.4% | +21.4% |
| YTD | +74.9% | +65.9% | +9.0% | +66.1% |
| 1Y | +61.7% | +26.5% | +35.2% | +56.9% |
| 3Y | +80.3% | -54.2% | +134.5% | +86.8% |
| 5Y | +226.0% | -80.5% | +306.4% | +255.6% |
| All | +580.6% | +115.6% | +465.0% | +347.5% |
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