+53.4%
CNH vs FIVN
+243.6%
-190.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.1% |
| 7D | +3.0% | -2.8% | +5.9% | +3.4% |
| 30D | -0.6% | -17.4% | +16.8% | +1.3% |
| 3M | +14.6% | -19.2% | +33.8% | +16.5% |
| 6M | +11.8% | +29.4% | -17.6% | +5.8% |
| YTD | +30.4% | +36.3% | -5.8% | +20.6% |
| 1Y | +19.1% | +33.5% | -14.4% | +10.4% |
| 3Y | +30.2% | -56.8% | +87.0% | +36.6% |
| 5Y | -17.8% | -83.0% | +65.2% | -7.3% |
| 10Y | +103.9% | +87.3% | +16.7% | +64.4% |
| All | +53.4% | +243.6% | -190.2% | +10.3% |
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