+503.2%
CMI vs FIVN
+118.5%
+384.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +1.1% |
| 7D | -0.7% | -7.8% | +7.1% | 0.0% |
| 30D | -12.4% | -1.7% | -10.7% | -12.4% |
| 3M | -14.8% | +47.2% | -62.0% | -18.6% |
| 6M | +0.8% | +82.7% | -81.9% | -7.2% |
| YTD | +10.2% | +52.9% | -42.7% | +3.1% |
| 1Y | +37.4% | +17.5% | +20.0% | +32.4% |
| 3Y | +153.3% | -55.8% | +209.1% | +163.7% |
| 5Y | +167.6% | -82.3% | +249.9% | +192.2% |
| All | +503.2% | +118.5% | +384.7% | +383.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling