+25.9%
CSCO vs CF
+50.1%
-24.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.4% | -6.2% |
| 7D | +1.9% | +4.8% | -2.9% | +2.1% |
| 30D | -15.8% | +4.7% | -20.6% | -15.5% |
| 3M | -15.4% | +7.4% | -22.8% | -14.9% |
| 6M | -5.4% | +0.6% | -6.0% | -4.8% |
| YTD | +26.5% | +64.1% | -37.7% | +27.6% |
| 1Y | +25.9% | +51.4% | -25.5% | +26.1% |
| All | +25.9% | +50.1% | -24.2% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling