+306.8%
CFG vs FIVN
+105.2%
+201.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.5% |
| 7D | -0.6% | -9.6% | +9.0% | +0.7% |
| 30D | -4.5% | -11.9% | +7.4% | -3.2% |
| 3M | +6.3% | +40.1% | -33.8% | +0.9% |
| 6M | +20.6% | +68.3% | -47.7% | +10.2% |
| YTD | +21.2% | +51.5% | -30.2% | +12.0% |
| 1Y | +38.2% | +15.1% | +23.1% | +32.2% |
| 3Y | +185.9% | -55.6% | +241.5% | +199.4% |
| 5Y | +97.0% | -82.4% | +179.4% | +114.8% |
| 10Y | +306.8% | +114.5% | +192.3% | +220.2% |
| All | +306.8% | +105.2% | +201.6% | +220.2% |
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 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