+300.3%
CME vs FIVN
+92.2%
+208.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +2.7% | -17.4% | +20.1% | +3.6% |
| 30D | +13.5% | -20.4% | +33.9% | +14.7% |
| 3M | +20.9% | -9.6% | +30.6% | +21.1% |
| 6M | +11.5% | +34.7% | -23.2% | +8.6% |
| YTD | +19.5% | +40.6% | -21.1% | +15.3% |
| 1Y | +17.2% | +34.3% | -17.1% | +13.4% |
| 3Y | +65.1% | -55.5% | +120.6% | +70.6% |
| 5Y | +73.1% | -82.5% | +155.6% | +89.8% |
| All | +300.3% | +92.2% | +208.1% | +238.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling