+417.2%
CMI vs FIVN
+280.5%
+136.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.8% | -11.3% | +12.1% | +1.9% |
| 30D | -12.8% | -7.3% | -5.5% | -12.3% |
| 3M | -12.4% | +41.7% | -54.1% | -15.9% |
| 6M | -0.9% | +78.3% | -79.1% | -8.0% |
| YTD | +8.9% | +50.9% | -42.0% | +2.4% |
| 1Y | +37.7% | +19.7% | +18.0% | +32.5% |
| 3Y | +148.9% | -55.7% | +204.6% | +158.1% |
| 5Y | +164.4% | -82.6% | +246.9% | +187.6% |
| 10Y | +506.9% | +113.6% | +393.3% | +410.3% |
| All | +417.2% | +280.5% | +136.7% | +309.8% |
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