+395.2%
COR vs FIVN
+118.5%
+276.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -2.8% | -7.8% | +5.0% | -2.5% |
| 30D | +2.6% | -1.7% | +4.3% | +2.6% |
| 3M | +14.5% | +47.2% | -32.7% | +12.4% |
| 6M | -7.8% | +82.7% | -90.5% | -10.2% |
| YTD | -4.2% | +52.9% | -57.1% | -6.2% |
| 1Y | +7.0% | +17.5% | -10.5% | +5.8% |
| 3Y | +85.5% | -55.8% | +141.3% | +91.2% |
| 5Y | +181.2% | -82.3% | +263.5% | +206.2% |
| All | +395.2% | +118.5% | +276.6% | +313.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling