+363.2%
CRM vs FIVN
+285.7%
+77.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.5% |
| 7D | -4.4% | -7.8% | +3.4% | -1.9% |
| 30D | +28.1% | -1.7% | +29.9% | +29.3% |
| 3M | +48.8% | +47.2% | +1.6% | +31.4% |
| 6M | +28.3% | +82.7% | -54.5% | +4.9% |
| YTD | -6.0% | +52.9% | -58.9% | -19.3% |
| 1Y | +1.4% | +17.5% | -16.0% | -6.4% |
| 3Y | +11.8% | -55.8% | +67.7% | +30.2% |
| 5Y | -2.0% | -82.3% | +80.3% | +39.2% |
| 10Y | +239.6% | +116.5% | +123.1% | +159.7% |
| All | +363.2% | +285.7% | +77.5% | +215.4% |
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 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