+240.5%
CMS vs FIVN
+318.5%
-78.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | +0.4% | -2.3% | +2.7% | +0.4% |
| 30D | -3.6% | +12.4% | -16.0% | -4.0% |
| 3M | -1.9% | +36.0% | -37.9% | -3.0% |
| 6M | -11.0% | +86.0% | -96.9% | -13.0% |
| YTD | +0.2% | +65.9% | -65.7% | -1.8% |
| 1Y | -1.3% | +26.5% | -27.8% | -2.5% |
| 3Y | +35.9% | -54.2% | +90.2% | +38.8% |
| 5Y | +23.1% | -80.5% | +103.5% | +28.2% |
| 10Y | +117.9% | +109.6% | +8.3% | +104.3% |
| All | +240.5% | +318.5% | -78.0% | +211.5% |
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