+101.5%
CFG vs FIVN
-81.8%
+183.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.1% | +5.0% | -0.1% |
| 7D | +2.7% | -8.2% | +10.9% | +4.2% |
| 30D | -3.7% | -8.1% | +4.4% | -2.5% |
| 3M | +9.5% | +34.9% | -25.4% | +2.5% |
| 6M | +22.2% | +72.6% | -50.4% | +7.1% |
| YTD | +22.3% | +55.8% | -33.4% | +8.8% |
| 1Y | +39.4% | +17.1% | +22.3% | +31.2% |
| 3Y | +188.5% | -54.3% | +242.8% | +211.8% |
| 5Y | +101.5% | -81.6% | +183.1% | +135.4% |
| All | +101.5% | -81.8% | +183.4% | +135.4% |
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