+272.2%
CME vs FIVN
+115.6%
+156.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.4% | -11.3% | +8.9% | -1.7% |
| 30D | +6.2% | -7.3% | +13.5% | +6.6% |
| 3M | +4.4% | +41.7% | -37.3% | +2.0% |
| 6M | -9.6% | +78.3% | -87.9% | -13.4% |
| YTD | +3.8% | +50.9% | -47.1% | +0.2% |
| 1Y | +9.5% | +19.7% | -10.1% | +7.1% |
| 3Y | +51.9% | -55.7% | +107.7% | +57.6% |
| 5Y | +78.7% | -82.6% | +161.3% | +96.2% |
| All | +272.2% | +115.6% | +156.6% | +231.4% |
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