+81.6%
CLX vs FIVN
+243.6%
-162.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.2% |
| 7D | +9.5% | -2.8% | +12.3% | +9.6% |
| 30D | +30.7% | -17.4% | +48.1% | +31.2% |
| 3M | +4.2% | -19.2% | +23.4% | +4.7% |
| 6M | +22.1% | +29.4% | -7.2% | +20.9% |
| YTD | +14.1% | +36.3% | -22.2% | +12.4% |
| 1Y | +10.3% | +33.5% | -23.2% | +8.8% |
| 3Y | -7.8% | -56.8% | +49.0% | -6.1% |
| 5Y | -20.8% | -83.0% | +62.1% | -17.7% |
| 10Y | +31.9% | +87.3% | -55.4% | +26.7% |
| All | +81.6% | +243.6% | -162.0% | +68.7% |
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