+540.2%
CSX vs FIVN
+263.1%
+277.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.5% |
| 7D | -2.2% | -19.3% | +17.1% | -0.3% |
| 30D | +6.8% | -20.7% | +27.5% | +8.9% |
| 3M | +0.7% | -15.1% | +15.8% | +1.6% |
| 6M | +13.3% | +30.6% | -17.4% | +8.6% |
| YTD | +40.5% | +44.0% | -3.5% | +31.7% |
| 1Y | +44.7% | +45.5% | -0.8% | +35.3% |
| 3Y | +74.5% | -52.8% | +127.3% | +80.1% |
| 5Y | +52.0% | -82.6% | +134.6% | +68.7% |
| 10Y | +412.6% | +109.4% | +303.3% | +329.8% |
| All | +540.2% | +263.1% | +277.1% | +400.4% |
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