+76.3%
CL vs FIVN
+109.8%
-33.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.2% | +1.3% |
| 7D | +0.5% | -19.3% | +19.8% | +1.2% |
| 30D | +11.6% | -20.7% | +32.3% | +12.3% |
| 3M | +5.6% | -15.1% | +20.7% | +5.9% |
| 6M | +13.2% | +30.6% | -17.5% | +11.5% |
| YTD | +26.9% | +44.0% | -17.1% | +24.1% |
| 1Y | +27.3% | +45.5% | -18.2% | +24.3% |
| 3Y | +39.7% | -52.8% | +92.5% | +42.0% |
| 5Y | +41.3% | -82.6% | +124.0% | +50.1% |
| 10Y | +76.3% | +109.4% | -33.1% | +65.0% |
| All | +76.3% | +109.8% | -33.5% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling