+105.9%
CSCO vs CF
+117.5%
-11.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +1.2% |
| 7D | +6.6% | +5.4% | +1.2% | +6.2% |
| 30D | -11.3% | +6.5% | -17.9% | -11.7% |
| 3M | -17.3% | +4.6% | -22.0% | -17.6% |
| 6M | +3.5% | -3.3% | +6.8% | +3.7% |
| YTD | +34.9% | +63.9% | -29.0% | +28.1% |
| 1Y | +40.5% | +50.4% | -10.0% | +34.4% |
| 3Y | +109.3% | +68.2% | +41.0% | +95.5% |
| 5Y | +105.9% | +113.8% | -8.0% | +86.5% |
| All | +105.9% | +117.5% | -11.7% | +86.5% |
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 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