+330.5%
CSCO vs F
+74.7%
+255.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -2.8% | -2.1% | -0.6% | -2.2% |
| 30D | -12.6% | +3.3% | -16.0% | -13.4% |
| 3M | -16.0% | -11.3% | -4.7% | -13.8% |
| 6M | +2.8% | +5.3% | -2.5% | +0.4% |
| YTD | +33.2% | -2.2% | +35.5% | +31.8% |
| 1Y | +43.1% | -3.5% | +46.7% | +42.0% |
| 3Y | +106.7% | +49.5% | +57.2% | +76.6% |
| 5Y | +103.6% | -13.5% | +117.1% | +93.9% |
| 10Y | +330.5% | +69.0% | +261.5% | +191.9% |
| All | +330.5% | +74.7% | +255.8% | +191.9% |
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