+91.5%
CSCO vs CF
+114.1%
-22.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.4% | -6.3% |
| 7D | +1.9% | +4.8% | -2.9% | +1.6% |
| 30D | -15.8% | +4.7% | -20.6% | -16.1% |
| 3M | -15.4% | +7.4% | -22.8% | -15.8% |
| 6M | -5.4% | +0.6% | -6.0% | -5.6% |
| YTD | +26.5% | +64.1% | -37.7% | +20.1% |
| 1Y | +25.9% | +51.4% | -25.5% | +20.4% |
| 3Y | +97.5% | +67.8% | +29.7% | +84.6% |
| All | +91.5% | +114.1% | -22.6% | +73.6% |
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 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