+38.7%
CSCO vs CFG
+28.5%
+10.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -17.6% |
| 3M | -19.6% | -10.1% | -9.5% | -17.3% |
| 6M | +2.4% | +3.2% | -0.8% | +1.1% |
| YTD | +29.8% | +14.2% | +15.6% | +27.3% |
| 1Y | +38.7% | +27.4% | +11.3% | +35.3% |
| All | +38.7% | +28.5% | +10.2% | +35.3% |
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