+265.2%
CF vs FIVN
+318.5%
-53.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 6M | +28.5% | +86.0% | -57.4% | +21.2% |
| YTD | +74.9% | +65.9% | +9.0% | +65.9% |
| 1Y | +61.7% | +26.5% | +35.2% | +56.6% |
| 3Y | +80.3% | -54.2% | +134.5% | +86.3% |
| 5Y | +226.0% | -80.5% | +306.4% | +253.1% |
| 10Y | +569.9% | +109.6% | +460.2% | +411.7% |
| All | +265.2% | +318.5% | -53.3% | +157.2% |
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