+18.7%
CTSH vs FIVN
+115.6%
-96.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -9.8% | -11.3% | +1.5% | -7.7% |
| 30D | +0.1% | -7.3% | +7.4% | +1.5% |
| 3M | +13.2% | +41.7% | -28.5% | +5.5% |
| 6M | -6.2% | +78.3% | -84.5% | -17.3% |
| YTD | -28.5% | +50.9% | -79.3% | -35.2% |
| 1Y | -13.8% | +19.7% | -33.4% | -18.9% |
| 3Y | -13.7% | -55.7% | +42.0% | -7.5% |
| 5Y | -16.7% | -82.6% | +65.9% | -0.2% |
| All | +18.7% | +115.6% | -96.9% | -2.8% |
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 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