+51.6%
CME vs FIVN
-55.7%
+107.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.8% |
| 7D | -0.6% | -9.6% | +8.9% | -0.8% |
| 30D | +4.7% | -11.9% | +16.6% | +4.5% |
| 3M | +7.8% | +40.1% | -32.2% | +8.7% |
| 6M | -11.0% | +68.3% | -79.3% | -10.2% |
| YTD | +4.0% | +51.5% | -47.5% | +4.7% |
| 1Y | +9.1% | +15.1% | -6.0% | +9.0% |
| All | +51.6% | -55.7% | +107.2% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling