+61.3%
CHRW vs FIVN
-82.8%
+144.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.6% |
| 7D | -0.1% | -22.8% | +22.7% | +1.9% |
| 30D | -4.3% | -21.3% | +17.0% | -2.6% |
| 3M | -7.4% | -14.0% | +6.6% | -6.7% |
| 6M | -20.7% | +31.1% | -51.8% | -23.3% |
| YTD | -15.9% | +40.0% | -55.9% | -19.9% |
| 1Y | -9.9% | +38.1% | -48.0% | -14.1% |
| 3Y | +79.0% | -55.7% | +134.6% | +85.7% |
| 5Y | +61.3% | -82.5% | +143.8% | +62.7% |
| All | +61.3% | -82.8% | +144.1% | +62.7% |
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