+115.8%
CMS vs FIVN
+103.9%
+11.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.1% | +6.6% | +0.7% |
| 7D | +1.2% | -8.2% | +9.4% | +1.5% |
| 30D | -3.2% | -8.1% | +5.0% | -3.0% |
| 3M | -2.2% | +34.9% | -37.1% | -3.4% |
| 6M | -9.4% | +72.6% | -82.1% | -11.5% |
| YTD | +0.7% | +55.8% | -55.1% | -1.4% |
| 1Y | +0.4% | +17.1% | -16.8% | -0.6% |
| 3Y | +35.2% | -54.3% | +89.5% | +38.6% |
| 5Y | +24.1% | -81.6% | +105.7% | +31.1% |
| 10Y | +115.8% | +109.2% | +6.6% | +94.0% |
| All | +115.8% | +103.9% | +11.9% | +94.0% |
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