+105.9%
CSCO vs F
-15.3%
+121.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.8% |
| 7D | +6.6% | -3.9% | +10.4% | +7.4% |
| 30D | -11.3% | -0.5% | -10.9% | -11.4% |
| 3M | -17.3% | -12.9% | -4.4% | -15.2% |
| 6M | +3.5% | +1.5% | +2.0% | +2.2% |
| YTD | +34.9% | -5.0% | +39.9% | +34.4% |
| 1Y | +40.5% | -7.3% | +47.8% | +40.7% |
| 3Y | +109.3% | +45.3% | +64.0% | +81.6% |
| 5Y | +105.9% | -15.8% | +121.7% | +91.7% |
| All | +105.9% | -15.3% | +121.1% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling