+84.9%
CL vs FIVN
+318.5%
-233.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -1.4% |
| 7D | -2.2% | -2.3% | +0.1% | -2.1% |
| 30D | -4.8% | +12.4% | -17.2% | -5.3% |
| 3M | +4.9% | +36.0% | -31.1% | +3.6% |
| 6M | -5.7% | +86.0% | -91.7% | -8.2% |
| YTD | +14.4% | +65.9% | -51.6% | +11.6% |
| 1Y | +8.7% | +26.5% | -17.8% | +7.1% |
| 3Y | +30.0% | -54.2% | +84.2% | +32.4% |
| 5Y | +28.4% | -80.5% | +108.8% | +34.4% |
| 10Y | +50.1% | +109.6% | -59.5% | +40.0% |
| All | +84.9% | +318.5% | -233.6% | +67.9% |
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