+127.6%
CLF vs FIVN
+105.2%
+22.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.1% | -1.1% |
| 7D | -2.7% | -9.6% | +6.9% | -0.9% |
| 30D | -3.2% | -11.9% | +8.7% | -1.2% |
| 3M | -5.0% | +40.1% | -45.0% | -12.2% |
| 6M | +26.6% | +68.3% | -41.8% | +10.8% |
| YTD | -9.0% | +51.5% | -60.4% | -19.4% |
| 1Y | +11.8% | +15.1% | -3.3% | +4.5% |
| 3Y | -15.1% | -55.6% | +40.5% | -8.9% |
| 5Y | -48.2% | -82.4% | +34.2% | -38.8% |
| 10Y | +127.6% | +114.5% | +13.1% | +73.3% |
| All | +127.6% | +105.2% | +22.4% | +73.3% |
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