+73.6%
CTAS vs FIVN
-56.5%
+130.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | +2.0% | -2.8% | +4.8% | +2.1% |
| 30D | +8.7% | -17.4% | +26.1% | +9.8% |
| 3M | +13.3% | -19.2% | +32.4% | +14.3% |
| 6M | +39.4% | +29.4% | +10.0% | +36.0% |
| YTD | +21.5% | +36.3% | -14.8% | +17.7% |
| 1Y | +21.9% | +33.5% | -11.6% | +18.2% |
| 3Y | +73.6% | -56.8% | +130.5% | +80.8% |
| All | +73.6% | -56.5% | +130.1% | +80.8% |
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