-39.1%
CLF vs FIVN
+253.7%
-292.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -17.6% | +19.3% | +4.8% |
| 7D | -19.6% | -22.6% | +3.0% | -16.2% |
| 30D | -5.0% | -16.8% | +11.8% | -2.3% |
| 3M | -6.3% | -0.9% | -5.4% | -7.3% |
| 6M | +2.8% | +28.4% | -25.6% | -4.1% |
| YTD | -13.7% | +40.2% | -54.0% | -22.4% |
| 1Y | +13.6% | +30.5% | -17.0% | +3.3% |
| 3Y | -34.0% | -56.2% | +22.2% | -29.5% |
| 5Y | -48.7% | -81.0% | +32.2% | -40.6% |
| 10Y | +113.4% | +105.3% | +8.2% | +63.4% |
| All | -39.1% | +253.7% | -292.8% | -56.4% |
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