+64.2%
CLBK vs FIVN
+6.7%
+57.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.0% |
| 7D | -1.5% | -9.6% | +8.1% | -0.6% |
| 30D | +6.7% | -11.9% | +18.6% | +7.8% |
| 3M | +21.2% | +40.1% | -18.9% | +16.7% |
| 6M | +42.0% | +68.3% | -26.4% | +33.3% |
| YTD | +63.3% | +51.5% | +11.8% | +54.3% |
| 1Y | +65.4% | +15.1% | +50.3% | +60.1% |
| 3Y | +52.5% | -55.6% | +108.0% | +55.6% |
| 5Y | +42.0% | -82.4% | +124.4% | +49.3% |
| All | +64.2% | +6.7% | +57.5% | +42.8% |
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 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