+7.5%
CL vs FIVN
+17.1%
-9.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.1% | +5.7% | -0.4% |
| 7D | -1.4% | -8.2% | +6.9% | -1.4% |
| 30D | -5.2% | -8.1% | +2.9% | -5.3% |
| 3M | +3.3% | +34.9% | -31.6% | +3.8% |
| 6M | -4.4% | +72.6% | -77.0% | -3.5% |
| YTD | +13.9% | +55.8% | -41.8% | +14.2% |
| All | +7.5% | +17.1% | -9.6% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling