+97.5%
CSCO vs CFG
+191.5%
-94.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.9% | -6.4% |
| 7D | +1.9% | +3.2% | -1.3% | +1.0% |
| 30D | -15.8% | +5.1% | -21.0% | -17.0% |
| 3M | -15.4% | -11.2% | -4.1% | -12.4% |
| 6M | -5.4% | +9.6% | -15.0% | -8.1% |
| YTD | +26.5% | +15.0% | +11.5% | +20.8% |
| 1Y | +25.9% | +29.9% | -4.0% | +15.9% |
| 3Y | +97.5% | +192.1% | -94.6% | +45.2% |
| All | +97.5% | +191.5% | -94.0% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling