-7.3%
CMG vs FIVN
-55.8%
+48.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -3.8% | -11.3% | +7.5% | -2.7% |
| 30D | +12.9% | -7.3% | +20.2% | +13.6% |
| 3M | +18.8% | +41.7% | -22.9% | +13.5% |
| 6M | +4.1% | +78.3% | -74.2% | -4.5% |
| YTD | -2.4% | +50.9% | -53.2% | -8.7% |
| 1Y | -6.7% | +19.7% | -26.3% | -10.3% |
| All | -7.3% | -55.8% | +48.5% | -10.5% |
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