+113.3%
CSCO vs CF
+227.0%
-113.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.8% |
| 7D | -0.7% | +6.0% | -6.7% | -1.1% |
| 30D | -10.1% | +14.8% | -25.0% | -11.0% |
| 3M | -15.7% | +14.1% | -29.7% | -16.5% |
| 6M | +36.3% | +28.5% | +7.7% | +32.6% |
| YTD | +43.8% | +74.9% | -31.1% | +36.1% |
| 1Y | +63.9% | +61.7% | +2.2% | +56.0% |
| 3Y | +104.4% | +80.3% | +24.0% | +90.0% |
| All | +113.3% | +227.0% | -113.7% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling