+14.5%
CHTR vs FIVN
+280.5%
-266.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.0% |
| 7D | -7.1% | -11.3% | +4.1% | -5.4% |
| 30D | -10.9% | -7.3% | -3.6% | -9.9% |
| 3M | +2.0% | +41.7% | -39.7% | -4.1% |
| 6M | -35.9% | +78.3% | -114.2% | -42.8% |
| YTD | -32.7% | +50.9% | -83.5% | -38.6% |
| 1Y | -46.6% | +19.7% | -66.2% | -49.6% |
| 3Y | -66.7% | -55.7% | -11.0% | -64.5% |
| 5Y | -82.1% | -82.6% | +0.4% | -79.2% |
| 10Y | -46.8% | +113.6% | -160.4% | -54.4% |
| All | +14.5% | +280.5% | -266.0% | -12.4% |
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 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