+362.3%
CSCO vs CFG
+324.8%
+37.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.7% | +1.5% | -2.2% | -1.1% |
| 30D | -10.1% | -3.8% | -6.3% | -9.2% |
| 3M | -15.7% | +11.5% | -27.2% | -18.5% |
| 6M | +36.3% | +19.2% | +17.1% | +29.1% |
| YTD | +43.8% | +23.7% | +20.1% | +34.6% |
| 1Y | +63.9% | +38.8% | +25.1% | +48.1% |
| 3Y | +104.4% | +178.9% | -74.6% | +48.0% |
| 5Y | +111.4% | +101.8% | +9.6% | +63.6% |
| All | +362.3% | +324.8% | +37.4% | +182.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling