-27.5%
CPB vs FIVN
+318.5%
-346.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.3% |
| 7D | -8.6% | -2.3% | -6.3% | -8.5% |
| 30D | -7.2% | +12.4% | -19.6% | -7.5% |
| 3M | +0.9% | +36.0% | -35.1% | +0.1% |
| 6M | -11.8% | +86.0% | -97.8% | -13.0% |
| YTD | -19.4% | +65.9% | -85.3% | -20.5% |
| 1Y | -30.4% | +26.5% | -56.9% | -31.1% |
| 3Y | -40.2% | -54.2% | +14.1% | -40.3% |
| 5Y | -39.5% | -80.5% | +40.9% | -38.9% |
| 10Y | -47.4% | +109.6% | -157.0% | -50.3% |
| All | -27.5% | +318.5% | -346.0% | -33.8% |
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