+85.5%
CNH vs FIVN
+318.5%
-233.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.5% | +4.3% |
| 7D | +23.3% | -2.3% | +25.6% | +23.6% |
| 30D | +33.5% | +12.4% | +21.1% | +30.9% |
| 3M | +32.7% | +36.0% | -3.3% | +26.6% |
| 6M | +22.2% | +86.0% | -63.8% | +10.1% |
| YTD | +57.7% | +65.9% | -8.2% | +43.5% |
| 1Y | +28.0% | +26.5% | +1.5% | +20.9% |
| 3Y | +11.5% | -54.2% | +65.8% | +17.0% |
| 5Y | +11.9% | -80.5% | +92.3% | +24.7% |
| 10Y | +162.8% | +109.6% | +53.1% | +110.0% |
| All | +85.5% | +318.5% | -233.0% | +31.3% |
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