+274.8%
CG vs FIVN
+86.2%
+188.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.7% |
| 7D | +0.2% | -2.8% | +3.0% | +0.8% |
| 30D | +11.2% | -17.4% | +28.6% | +15.4% |
| 3M | -22.1% | -19.2% | -2.9% | -19.2% |
| 6M | -17.9% | +29.4% | -47.3% | -25.1% |
| YTD | -31.3% | +36.3% | -67.6% | -39.4% |
| 1Y | -24.0% | +33.5% | -57.4% | -32.7% |
| 3Y | +45.0% | -56.8% | +101.8% | +59.7% |
| 5Y | -22.6% | -83.0% | +60.4% | -2.0% |
| All | +274.8% | +86.2% | +188.6% | +242.1% |
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