+9.3%
CME vs FIVN
+27.5%
-18.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -0.3% |
| 7D | -1.6% | -2.3% | +0.7% | -1.6% |
| 30D | +6.2% | +12.4% | -6.2% | +6.3% |
| 3M | +10.4% | +36.0% | -25.6% | +10.5% |
| 6M | -9.5% | +86.0% | -95.5% | -10.4% |
| YTD | +6.0% | +65.9% | -59.9% | +4.1% |
| 1Y | +9.3% | +26.5% | -17.2% | +7.1% |
| All | +9.3% | +27.5% | -18.2% | +7.1% |
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