+112.0%
CF vs FIVN
-81.1%
+193.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -17.6% | +18.3% | +1.2% |
| 7D | -3.2% | -22.6% | +19.4% | -2.6% |
| 30D | +4.3% | -16.8% | +21.1% | +4.7% |
| 3M | +2.8% | -0.9% | +3.7% | +2.3% |
| 6M | +0.6% | +28.4% | -27.8% | -1.3% |
| YTD | +56.6% | +40.2% | +16.4% | +52.6% |
| 1Y | +49.6% | +30.5% | +19.1% | +46.3% |
| 3Y | +61.5% | -56.2% | +117.7% | +64.0% |
| All | +112.0% | -81.1% | +193.1% | +116.5% |
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 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