+45.9%
CSCO vs CFG
+34.2%
+11.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | 0.0% |
| 7D | -6.1% | +1.8% | -7.8% | -6.5% |
| 30D | -8.2% | +3.3% | -11.5% | -9.0% |
| 3M | -14.6% | -9.8% | -4.7% | -12.2% |
| 6M | +12.7% | +5.2% | +7.5% | +10.5% |
| YTD | +37.0% | +16.1% | +20.9% | +33.3% |
| 1Y | +45.9% | +33.7% | +12.2% | +40.3% |
| All | +45.9% | +34.2% | +11.7% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling