+308.5%
CSCO vs F
+64.5%
+244.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.1% | -6.3% | -6.3% |
| 7D | +1.9% | -3.1% | +5.0% | +2.7% |
| 30D | -15.8% | 0.0% | -15.9% | -16.0% |
| 3M | -15.4% | -13.2% | -2.2% | -12.7% |
| 6M | -5.4% | -10.2% | +4.8% | -3.8% |
| YTD | +26.5% | -4.9% | +31.4% | +26.0% |
| 1Y | +25.9% | -6.1% | +32.0% | +25.7% |
| 3Y | +97.5% | +46.0% | +51.6% | +69.7% |
| 5Y | +93.0% | -15.7% | +108.7% | +85.0% |
| All | +308.5% | +64.5% | +244.0% | +177.7% |
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