-23.4%
CG vs FIVN
-82.6%
+59.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | -1.5% | -17.4% | +15.9% | +3.2% |
| 30D | +5.7% | -20.4% | +26.1% | +11.6% |
| 3M | -17.9% | -9.6% | -8.2% | -16.9% |
| 6M | -20.2% | +34.7% | -54.9% | -29.6% |
| YTD | -32.0% | +40.6% | -72.6% | -42.4% |
| 1Y | -27.0% | +34.3% | -61.3% | -37.4% |
| 3Y | +42.8% | -55.5% | +98.2% | +61.3% |
| 5Y | -23.4% | -82.5% | +59.0% | +7.8% |
| All | -23.4% | -82.6% | +59.2% | +7.8% |
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 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