+249.1%
CMS vs FIVN
+253.1%
-4.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -1.1% | -22.8% | +21.7% | -0.5% |
| 30D | +6.6% | -21.3% | +27.9% | +7.1% |
| 3M | +0.8% | -14.0% | +14.8% | +1.0% |
| 6M | -3.3% | +31.1% | -34.4% | -4.5% |
| YTD | +2.7% | +40.0% | -37.3% | +0.9% |
| 1Y | -4.0% | +38.1% | -42.1% | -5.7% |
| 3Y | +37.6% | -55.7% | +93.3% | +40.2% |
| 5Y | +35.4% | -82.5% | +118.0% | +41.3% |
| 10Y | +136.0% | +92.4% | +43.6% | +121.7% |
| All | +249.1% | +253.1% | -4.0% | +220.3% |
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