+14.1%
FIVN vs CAI
-8.1%
+22.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.0% | -5.1% | -6.0% |
| 7D | -8.2% | +0.2% | -8.4% | -8.2% |
| 30D | -8.1% | +9.1% | -17.3% | -9.3% |
| 3M | +34.9% | +53.8% | -18.9% | +28.8% |
| 6M | +72.6% | +33.5% | +39.1% | +66.3% |
| YTD | +55.8% | -8.0% | +63.8% | +55.9% |
| 1Y | +17.1% | -28.7% | +45.8% | +20.0% |
| All | +14.1% | -8.1% | +22.2% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling