-33.6%
CLF vs FIVN
+318.5%
-352.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.2% |
| 7D | +7.6% | -2.3% | +9.9% | +8.0% |
| 30D | -1.2% | +12.4% | -13.6% | -3.7% |
| 3M | -13.4% | +36.0% | -49.4% | -19.0% |
| 6M | +15.4% | +86.0% | -70.5% | +0.3% |
| YTD | -5.9% | +65.9% | -71.8% | -17.2% |
| 1Y | +18.8% | +26.5% | -7.7% | +9.7% |
| 3Y | -19.4% | -54.2% | +34.8% | -14.3% |
| 5Y | -47.7% | -80.5% | +32.7% | -39.7% |
| 10Y | +130.4% | +109.6% | +20.7% | +75.7% |
| All | -33.6% | +318.5% | -352.1% | -53.5% |
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