+324.2%
CSCO vs CF
+494.2%
-170.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.0% |
| 7D | -4.7% | +4.8% | -9.4% | -5.6% |
| 30D | -17.1% | +9.7% | -26.8% | -18.7% |
| 3M | -19.6% | +1.2% | -20.9% | -20.1% |
| 6M | +2.4% | +7.4% | -5.0% | +0.1% |
| YTD | +29.8% | +60.5% | -30.8% | +15.1% |
| 1Y | +38.7% | +50.7% | -12.1% | +24.5% |
| 3Y | +101.3% | +64.8% | +36.5% | +73.1% |
| 5Y | +94.8% | +115.8% | -21.0% | +47.4% |
| 10Y | +324.2% | +481.0% | -156.8% | +136.4% |
| All | +324.2% | +494.2% | -170.0% | +136.4% |
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