+45.9%
CSCO vs F
+2.7%
+43.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.2% |
| 7D | -6.1% | +6.0% | -12.1% | -6.9% |
| 30D | -8.2% | +4.3% | -12.4% | -8.7% |
| 3M | -14.6% | -10.1% | -4.5% | -13.1% |
| 6M | +12.7% | +12.8% | -0.1% | +9.8% |
| YTD | +37.0% | -0.1% | +37.1% | +32.8% |
| 1Y | +45.9% | +3.7% | +42.2% | +40.5% |
| All | +45.9% | +2.7% | +43.2% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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