+106.4%
CSCO vs CF
+73.9%
+32.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.7% |
| 7D | -0.7% | +6.0% | -6.7% | -1.0% |
| 30D | -10.1% | +14.8% | -25.0% | -10.7% |
| 3M | -15.7% | +14.1% | -29.7% | -16.2% |
| 6M | +36.3% | +28.5% | +7.7% | +33.0% |
| YTD | +43.8% | +74.9% | -31.1% | +36.6% |
| 1Y | +63.9% | +61.7% | +2.2% | +56.6% |
| All | +106.4% | +73.9% | +32.5% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling