+634.1%
CME vs FIVN
+253.1%
+381.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.1% |
| 7D | +2.5% | -22.8% | +25.2% | +3.7% |
| 30D | +13.9% | -21.3% | +35.2% | +15.2% |
| 3M | +22.4% | -14.0% | +36.4% | +22.9% |
| 6M | +12.9% | +31.1% | -18.2% | +10.3% |
| YTD | +19.6% | +40.0% | -20.4% | +15.7% |
| 1Y | +17.7% | +38.1% | -20.4% | +13.8% |
| 3Y | +65.3% | -55.7% | +121.0% | +69.8% |
| 5Y | +75.1% | -82.5% | +157.7% | +88.7% |
| 10Y | +305.8% | +92.4% | +213.4% | +257.4% |
| All | +634.1% | +253.1% | +381.0% | +530.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling