+438.8%
CSCO vs CFG
+347.0%
+91.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -22.4% | -12.0% | -10.4% | -19.5% |
| 6M | +2.8% | -2.2% | +5.0% | +3.2% |
| YTD | +23.6% | +11.4% | +12.2% | +19.1% |
| 1Y | +34.0% | +27.8% | +6.2% | +24.0% |
| 3Y | +89.3% | +173.3% | -84.0% | +37.6% |
| 5Y | +87.9% | +62.4% | +25.4% | +54.6% |
| 10Y | +314.9% | +249.6% | +65.3% | +145.7% |
| All | +438.8% | +347.0% | +91.8% | +194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling