+39.4%
CSCO vs F
-2.1%
+41.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.0% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -16.7% | +2.9% | -19.5% | -17.0% |
| 3M | -18.4% | -9.5% | -9.0% | -17.2% |
| 6M | +2.9% | +4.0% | -1.1% | +1.2% |
| YTD | +30.4% | -1.3% | +31.7% | +26.4% |
| All | +39.4% | -2.1% | +41.5% | +35.2% |
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 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