+324.2%
CSCO vs CFG
+230.2%
+94.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -4.7% | +0.7% | -5.4% | -4.8% |
| 30D | -17.1% | +2.8% | -19.9% | -17.7% |
| 3M | -19.6% | -10.1% | -9.5% | -17.1% |
| 6M | +2.4% | +3.2% | -0.8% | +1.2% |
| YTD | +29.8% | +14.2% | +15.6% | +24.3% |
| 1Y | +38.7% | +27.4% | +11.3% | +28.6% |
| 3Y | +101.3% | +187.6% | -86.2% | +44.9% |
| 5Y | +94.8% | +65.7% | +29.1% | +60.0% |
| 10Y | +324.2% | +219.7% | +104.5% | +204.8% |
| All | +324.2% | +230.2% | +94.0% | +204.8% |
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