+88.8%
CSCO vs CF
+120.6%
-31.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.6% | -2.0% |
| 7D | -10.2% | -3.2% | -7.0% | -10.0% |
| 30D | -20.1% | +4.3% | -24.4% | -20.3% |
| 3M | -22.1% | +2.8% | -24.9% | -22.3% |
| 6M | +3.2% | +0.6% | +2.6% | +2.9% |
| YTD | +24.1% | +56.6% | -32.5% | +18.2% |
| 1Y | +34.6% | +49.6% | -15.1% | +28.7% |
| 3Y | +90.0% | +61.5% | +28.5% | +77.9% |
| All | +88.8% | +120.6% | -31.8% | +70.4% |
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