+224.5%
CMG vs FIVN
+282.0%
-57.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -2.1% |
| 7D | -6.5% | -9.6% | +3.1% | -5.0% |
| 30D | +12.1% | -11.9% | +24.0% | +14.1% |
| 3M | +20.6% | +40.1% | -19.5% | +12.9% |
| 6M | +2.1% | +68.3% | -66.3% | -8.9% |
| YTD | -2.6% | +51.5% | -54.1% | -12.0% |
| 1Y | -8.7% | +15.1% | -23.8% | -13.8% |
| 3Y | -7.4% | -55.6% | +48.2% | -1.3% |
| 5Y | -5.7% | -82.4% | +76.8% | +12.8% |
| 10Y | +322.3% | +114.5% | +207.9% | +286.9% |
| All | +224.5% | +282.0% | -57.5% | +200.8% |
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