+2,108.4%
CLS vs FIVN
+253.1%
+1,855.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.3% | +8.3% |
| 7D | +2.8% | -22.8% | +25.5% | +6.6% |
| 30D | -30.1% | -21.3% | -8.8% | -27.7% |
| 3M | -21.7% | -14.0% | -7.8% | -20.6% |
| 6M | -36.2% | +31.1% | -67.3% | -39.7% |
| YTD | -17.8% | +40.0% | -57.8% | -24.5% |
| 1Y | -26.8% | +38.1% | -64.9% | -32.7% |
| 3Y | +853.4% | -55.7% | +909.0% | +905.5% |
| 5Y | +2,005.0% | -82.5% | +2,087.5% | +2,295.7% |
| 10Y | +1,929.4% | +92.4% | +1,837.0% | +1,660.2% |
| All | +2,108.4% | +253.1% | +1,855.3% | +1,705.6% |
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