+93.0%
CSCO vs CF
+56.6%
+36.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.2% | -13.8% | -7.8% |
| 7D | -11.9% | +0.4% | -12.3% | -11.8% |
| 30D | -18.8% | +2.2% | -21.0% | -18.9% |
| 3M | -21.2% | +2.1% | -23.3% | -21.2% |
| 6M | +1.9% | -6.5% | +8.4% | +2.2% |
| YTD | +26.1% | +55.6% | -29.5% | +20.5% |
| 1Y | +34.7% | +42.3% | -7.6% | +29.8% |
| All | +93.0% | +56.6% | +36.4% | +76.6% |
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