+361.1%
CSCO vs F
+98.4%
+262.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.2% |
| 7D | -0.7% | +5.3% | -6.0% | -2.0% |
| 30D | -10.1% | +4.6% | -14.7% | -11.3% |
| 3M | -15.7% | -3.7% | -12.0% | -15.1% |
| 6M | +36.3% | +16.8% | +19.5% | +29.8% |
| YTD | +43.8% | +15.3% | +28.5% | +37.0% |
| 1Y | +63.9% | +31.0% | +32.9% | +50.2% |
| 3Y | +104.4% | +45.4% | +58.9% | +76.3% |
| 5Y | +111.4% | +54.7% | +56.7% | +70.5% |
| All | +361.1% | +98.4% | +262.7% | +206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling