+53.4%
CL vs FIVN
+103.9%
-50.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | -0.2% |
| 7D | -1.4% | -8.2% | +6.9% | -1.1% |
| 30D | -5.2% | -8.1% | +2.9% | -5.0% |
| 3M | +3.3% | +34.9% | -31.6% | +1.9% |
| 6M | -4.4% | +72.6% | -77.0% | -6.8% |
| YTD | +13.9% | +55.8% | -41.8% | +11.2% |
| 1Y | +7.6% | +17.1% | -9.5% | +6.3% |
| 3Y | +29.6% | -54.3% | +83.9% | +32.4% |
| 5Y | +28.1% | -81.6% | +109.6% | +36.1% |
| 10Y | +53.4% | +109.2% | -55.8% | +40.4% |
| All | +53.4% | +103.9% | -50.5% | +40.4% |
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 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