+163.9%
CNP vs FIVN
+254.6%
-90.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +2.5% | -17.4% | +19.9% | +3.3% |
| 30D | +4.0% | -20.4% | +24.4% | +5.0% |
| 3M | +1.6% | -9.6% | +11.3% | +1.7% |
| 6M | -1.7% | +34.7% | -36.4% | -4.2% |
| YTD | +8.6% | +40.6% | -32.0% | +4.9% |
| 1Y | +5.8% | +34.3% | -28.5% | +2.4% |
| 3Y | +63.0% | -55.5% | +118.5% | +67.5% |
| 5Y | +74.7% | -82.5% | +157.1% | +87.6% |
| 10Y | +143.7% | +93.2% | +50.5% | +114.7% |
| All | +163.9% | +254.6% | -90.7% | +123.2% |
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