+306.4%
CSCO vs CFG
+242.7%
+63.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -10.2% | -0.9% | -9.3% | -9.9% |
| 30D | -20.1% | +1.1% | -21.1% | -20.3% |
| 3M | -22.1% | -12.0% | -10.1% | -19.2% |
| 6M | +3.2% | -2.2% | +5.4% | +3.5% |
| YTD | +24.1% | +11.4% | +12.7% | +19.7% |
| 1Y | +34.6% | +27.8% | +6.7% | +24.6% |
| 3Y | +90.0% | +173.3% | -83.3% | +38.9% |
| 5Y | +88.6% | +62.4% | +26.1% | +55.8% |
| All | +306.4% | +242.7% | +63.7% | +190.0% |
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