+306.4%
CSCO vs F
+80.8%
+225.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -10.2% | +1.6% | -11.8% | -10.6% |
| 30D | -20.1% | +2.6% | -22.7% | -20.7% |
| 3M | -22.1% | -8.8% | -13.2% | -20.6% |
| 6M | +3.2% | +4.6% | -1.4% | +0.9% |
| YTD | +24.1% | -1.9% | +26.0% | +22.7% |
| 1Y | +34.6% | -0.8% | +35.3% | +32.6% |
| 3Y | +90.0% | +43.5% | +46.5% | +64.2% |
| 5Y | +88.6% | -12.1% | +100.6% | +78.7% |
| All | +306.4% | +80.8% | +225.6% | +173.2% |
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