+189,363.8%
CSCO vs F
+501.3%
+188,862.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -10.2% | +1.6% | -11.8% | -10.7% |
| 30D | -20.1% | +2.6% | -22.7% | -20.8% |
| 3M | -22.4% | -8.8% | -13.5% | -20.6% |
| 6M | +2.8% | +4.6% | -1.8% | 0.0% |
| YTD | +23.6% | -1.9% | +25.5% | +21.9% |
| 1Y | +34.0% | -0.8% | +34.8% | +31.6% |
| 3Y | +89.3% | +43.5% | +45.8% | +59.3% |
| 5Y | +87.9% | -12.1% | +99.9% | +75.9% |
| 10Y | +314.9% | +83.6% | +231.3% | +181.7% |
| All | +189,363.8% | +501.3% | +188,862.4% | +61,544.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling