+604.6%
COR vs FIVN
+318.5%
+286.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.8% |
| 7D | +2.8% | -2.3% | +5.1% | +2.9% |
| 30D | +4.5% | +12.4% | -7.9% | +3.9% |
| 3M | +22.7% | +36.0% | -13.4% | +20.7% |
| 6M | -9.7% | +86.0% | -95.7% | -12.4% |
| YTD | -1.4% | +65.9% | -67.4% | -4.0% |
| 1Y | +13.9% | +26.5% | -12.6% | +12.1% |
| 3Y | +94.0% | -54.2% | +148.2% | +99.2% |
| 5Y | +184.0% | -80.5% | +264.5% | +203.9% |
| 10Y | +406.8% | +109.6% | +297.1% | +336.3% |
| All | +604.6% | +318.5% | +286.1% | +475.8% |
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