+671.2%
CTAS vs FIVN
+115.6%
+555.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.3% | -11.3% | +10.0% | +0.1% |
| 30D | -3.1% | -7.3% | +4.2% | -2.3% |
| 3M | +10.3% | +41.7% | -31.4% | +4.8% |
| 6M | +1.6% | +78.3% | -76.6% | -7.4% |
| YTD | +6.3% | +50.9% | -44.6% | -1.5% |
| 1Y | -0.5% | +19.7% | -20.1% | -5.1% |
| 3Y | +64.6% | -55.7% | +120.3% | +74.7% |
| 5Y | +106.0% | -82.6% | +188.6% | +140.7% |
| All | +671.2% | +115.6% | +555.6% | +482.0% |
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