+526.7%
CSX vs FIVN
+318.5%
+208.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | -3.4% | -2.3% | -1.1% | -3.2% |
| 30D | -3.1% | +12.4% | -15.5% | -4.5% |
| 3M | +7.2% | +36.0% | -28.8% | +3.2% |
| 6M | +16.2% | +86.0% | -69.8% | +7.1% |
| YTD | +37.5% | +65.9% | -28.4% | +27.8% |
| 1Y | +53.2% | +26.5% | +26.7% | +46.5% |
| 3Y | +68.2% | -54.2% | +122.5% | +75.2% |
| 5Y | +65.2% | -80.5% | +145.7% | +81.8% |
| 10Y | +504.1% | +109.6% | +394.5% | +407.4% |
| All | +526.7% | +318.5% | +208.2% | +385.7% |
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