+216.7%
CTVA vs FIVN
-38.5%
+255.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | -4.5% | -7.8% | +3.3% | -3.7% |
| 30D | +11.3% | -1.7% | +13.0% | +11.4% |
| 3M | +12.3% | +47.2% | -34.9% | +7.0% |
| 6M | +7.2% | +82.7% | -75.5% | -1.3% |
| YTD | +26.0% | +52.9% | -26.9% | +17.9% |
| 1Y | +16.0% | +17.5% | -1.4% | +11.8% |
| 3Y | +73.9% | -55.8% | +129.7% | +83.0% |
| 5Y | +103.8% | -82.3% | +186.1% | +134.2% |
| All | +216.7% | -38.5% | +255.2% | +114.4% |
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 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