+75.1%
CME vs FIVN
-82.8%
+157.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.2% |
| 7D | +2.5% | -22.8% | +25.2% | +3.1% |
| 30D | +13.9% | -21.3% | +35.2% | +14.5% |
| 3M | +22.4% | -14.0% | +36.4% | +22.6% |
| 6M | +12.9% | +31.1% | -18.2% | +11.6% |
| YTD | +19.6% | +40.0% | -20.4% | +17.4% |
| 1Y | +17.7% | +38.1% | -20.4% | +15.5% |
| 3Y | +65.3% | -55.7% | +121.0% | +70.6% |
| 5Y | +75.1% | -82.5% | +157.7% | +87.6% |
| All | +75.1% | -82.8% | +157.9% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling