+74.7%
CSX vs FIVN
-52.8%
+127.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | -3.4% | -2.3% | -1.1% | -3.2% |
| 30D | -3.1% | +12.4% | -15.5% | -4.1% |
| 3M | +7.2% | +36.0% | -28.8% | +4.1% |
| 6M | +16.2% | +86.0% | -69.8% | +8.6% |
| YTD | +37.5% | +65.9% | -28.4% | +30.0% |
| 1Y | +53.2% | +26.5% | +26.7% | +50.0% |
| All | +74.7% | -52.8% | +127.5% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling