+310.3%
CI vs FIVN
+253.1%
+57.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -0.6% |
| 7D | -1.3% | -22.8% | +21.5% | -0.1% |
| 30D | +6.4% | -21.3% | +27.7% | +7.5% |
| 3M | +10.7% | -14.0% | +24.7% | +11.2% |
| 6M | +5.5% | +31.1% | -25.6% | +3.3% |
| YTD | +11.4% | +40.0% | -28.6% | +8.0% |
| 1Y | +15.0% | +38.1% | -23.0% | +11.5% |
| 3Y | +9.0% | -55.7% | +64.6% | +11.7% |
| 5Y | +52.0% | -82.5% | +134.5% | +63.5% |
| 10Y | +150.9% | +92.4% | +58.5% | +114.1% |
| All | +310.3% | +253.1% | +57.2% | +234.0% |
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