+35.7%
CTSH vs FIVN
+92.2%
-56.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -4.2% | -17.4% | +13.2% | -1.1% |
| 30D | +3.9% | -20.4% | +24.3% | +7.7% |
| 3M | +10.2% | -9.6% | +19.8% | +11.1% |
| 6M | +35.3% | +34.7% | +0.6% | +25.7% |
| YTD | -21.8% | +40.6% | -62.4% | -29.0% |
| 1Y | -12.1% | +34.3% | -46.4% | -19.7% |
| 3Y | +2.0% | -55.5% | +57.5% | +8.6% |
| 5Y | -15.3% | -82.5% | +67.2% | +1.0% |
| All | +35.7% | +92.2% | -56.5% | +14.0% |
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