+362.4%
CFG vs FIVN
+455.4%
-93.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | +0.2% |
| 7D | +1.5% | -2.3% | +3.8% | +1.8% |
| 30D | -3.8% | +12.4% | -16.2% | -5.6% |
| 3M | +11.5% | +36.0% | -24.5% | +6.4% |
| 6M | +19.2% | +86.0% | -66.8% | +7.9% |
| YTD | +23.7% | +65.9% | -42.2% | +13.3% |
| 1Y | +38.8% | +26.5% | +12.3% | +31.4% |
| 3Y | +178.9% | -54.2% | +233.1% | +190.7% |
| 5Y | +101.8% | -80.5% | +182.2% | +119.6% |
| 10Y | +317.3% | +109.6% | +207.6% | +228.7% |
| All | +362.4% | +455.4% | -93.0% | +232.8% |
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