+25.8%
CP vs FIVN
-83.3%
+109.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.1% |
| 7D | +2.8% | -22.4% | +25.2% | +4.8% |
| 30D | +11.0% | -23.8% | +34.8% | +13.2% |
| 3M | +3.8% | -19.5% | +23.4% | +5.1% |
| 6M | +9.5% | +25.6% | -16.1% | +5.9% |
| YTD | +28.2% | +38.4% | -10.2% | +21.6% |
| 1Y | +33.0% | +33.7% | -0.7% | +26.4% |
| 3Y | +35.5% | -56.2% | +91.7% | +41.5% |
| 5Y | +25.8% | -82.9% | +108.7% | +37.4% |
| All | +25.8% | -83.3% | +109.1% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling