+408.2%
CSX vs FIVN
+102.4%
+305.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.6% |
| 7D | +0.7% | -22.4% | +23.1% | +3.2% |
| 30D | +8.1% | -23.8% | +31.8% | +10.8% |
| 3M | +2.2% | -19.5% | +21.7% | +3.7% |
| 6M | +14.6% | +25.6% | -11.0% | +9.9% |
| YTD | +42.2% | +38.4% | +3.8% | +33.1% |
| 1Y | +47.3% | +33.7% | +13.6% | +38.4% |
| 3Y | +73.5% | -56.2% | +129.7% | +81.5% |
| 5Y | +54.1% | -82.9% | +137.0% | +73.9% |
| All | +408.2% | +102.4% | +305.8% | +334.9% |
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