+550.6%
CME vs FIVN
+318.5%
+232.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | -0.1% |
| 7D | -1.6% | -2.3% | +0.7% | -1.5% |
| 30D | +6.2% | +12.4% | -6.2% | +5.4% |
| 3M | +10.4% | +36.0% | -25.6% | +8.2% |
| 6M | -9.5% | +86.0% | -95.5% | -13.4% |
| YTD | +6.0% | +65.9% | -59.9% | +2.0% |
| 1Y | +9.3% | +26.5% | -17.2% | +6.6% |
| 3Y | +57.7% | -54.2% | +111.9% | +62.6% |
| 5Y | +77.7% | -80.5% | +158.1% | +91.0% |
| 10Y | +281.2% | +109.6% | +171.6% | +235.1% |
| All | +550.6% | +318.5% | +232.2% | +456.0% |
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