+248.7%
CMS vs FIVN
+263.1%
-14.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | +0.5% |
| 7D | -0.9% | -19.3% | +18.4% | -0.4% |
| 30D | +7.1% | -20.7% | +27.7% | +7.6% |
| 3M | -1.3% | -15.1% | +13.8% | -1.1% |
| 6M | -2.7% | +30.6% | -33.3% | -3.9% |
| YTD | +2.6% | +44.0% | -41.4% | +0.7% |
| 1Y | -2.0% | +45.5% | -47.5% | -3.9% |
| 3Y | +39.6% | -52.8% | +92.4% | +41.9% |
| 5Y | +35.3% | -82.6% | +118.0% | +41.3% |
| 10Y | +132.3% | +109.4% | +23.0% | +117.7% |
| All | +248.7% | +263.1% | -14.4% | +219.8% |
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