+39.6%
CMS vs FIVN
-55.1%
+94.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.6% |
| 7D | -0.9% | -19.3% | +18.4% | -1.1% |
| 30D | +7.1% | -20.7% | +27.7% | +6.8% |
| 3M | -1.3% | -15.1% | +13.8% | -1.4% |
| 6M | -2.7% | +30.6% | -33.3% | -2.5% |
| YTD | +2.6% | +44.0% | -41.4% | +3.1% |
| 1Y | -2.0% | +45.5% | -47.5% | -1.6% |
| 3Y | +39.6% | -52.8% | +92.4% | +44.4% |
| All | +39.6% | -55.1% | +94.8% | +44.4% |
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