+282.4%
CI vs FIVN
+318.5%
-36.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | +1.3% | -2.3% | +3.6% | +1.4% |
| 30D | +4.4% | +12.4% | -8.0% | +3.6% |
| 3M | +0.7% | +36.0% | -35.4% | -1.3% |
| 6M | +0.3% | +86.0% | -85.6% | -3.7% |
| YTD | +3.8% | +65.9% | -62.1% | +0.1% |
| 1Y | -5.5% | +26.5% | -32.0% | -7.6% |
| 3Y | +8.1% | -54.2% | +62.3% | +11.1% |
| 5Y | +42.8% | -80.5% | +123.3% | +53.2% |
| 10Y | +143.9% | +109.6% | +34.2% | +107.6% |
| All | +282.4% | +318.5% | -36.1% | +209.5% |
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