+80.4%
CLF vs FIVN
+92.2%
-11.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | +16.0% | -17.4% | +33.4% | +19.6% |
| 30D | +1.6% | -20.4% | +22.0% | +5.5% |
| 3M | +6.7% | -9.6% | +16.3% | +7.7% |
| 6M | +21.1% | +34.7% | -13.6% | +11.4% |
| YTD | -1.6% | +40.6% | -42.2% | -12.3% |
| 1Y | +18.5% | +34.3% | -15.8% | +6.4% |
| 3Y | -21.0% | -55.5% | +34.4% | -15.7% |
| 5Y | -41.4% | -82.5% | +41.1% | -30.8% |
| All | +80.4% | +92.2% | -11.7% | +46.0% |
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