+165.9%
CVE vs FIVN
+115.6%
+50.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.1% |
| 7D | +2.5% | -2.3% | +4.8% | +2.7% |
| 30D | +16.7% | +12.4% | +4.3% | +15.4% |
| 3M | +9.3% | +36.0% | -26.8% | +6.0% |
| 6M | +43.6% | +86.0% | -42.4% | +34.9% |
| YTD | +93.6% | +65.9% | +27.7% | +82.9% |
| 1Y | +98.8% | +26.5% | +72.3% | +92.1% |
| 3Y | +73.6% | -54.2% | +127.8% | +77.5% |
| 5Y | +312.5% | -80.5% | +392.9% | +332.0% |
| All | +165.9% | +115.6% | +50.3% | +131.4% |
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