-29.6%
CLS vs FIVN
+55.4%
-85.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +1.6% | -10.7% | -9.2% |
| 7D | -21.1% | -3.4% | -17.7% | -21.0% |
| 30D | -38.2% | +5.8% | -44.0% | -38.4% |
| 3M | -36.3% | +22.0% | -58.3% | -37.2% |
| 6M | -43.8% | +55.7% | -99.6% | -44.7% |
| YTD | -20.0% | +81.3% | -101.3% | -19.3% |
| 1Y | -29.6% | +58.0% | -87.6% | -23.5% |
| All | -29.6% | +55.4% | -85.0% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling