+12.1%
FIVN vs CAI
-9.9%
+21.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +1.2% |
| 7D | -7.8% | -2.9% | -4.9% | -7.5% |
| 30D | -1.7% | +9.3% | -11.1% | -3.0% |
| 3M | +47.2% | +35.2% | +12.0% | +42.4% |
| 6M | +82.7% | +30.7% | +52.0% | +76.4% |
| YTD | +52.9% | -9.8% | +62.7% | +53.4% |
| 1Y | +17.5% | -28.9% | +46.3% | +20.5% |
| All | +12.1% | -9.9% | +21.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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