+304.8%
CSCO vs CF
+561.7%
-256.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.1% |
| 7D | -10.2% | -3.2% | -7.0% | -9.8% |
| 30D | -20.1% | +4.3% | -24.4% | -20.9% |
| 3M | -22.4% | +2.8% | -25.2% | -23.1% |
| 6M | +2.8% | +0.6% | +2.2% | +1.7% |
| YTD | +23.6% | +56.6% | -33.0% | +10.2% |
| 1Y | +34.0% | +49.6% | -15.6% | +20.5% |
| 3Y | +89.3% | +61.5% | +27.8% | +63.5% |
| 5Y | +87.9% | +124.0% | -36.1% | +40.6% |
| All | +304.8% | +561.7% | -256.9% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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