+220,352.3%
CSCO vs F
+606.7%
+219,745.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.1% |
| 7D | -0.7% | +5.3% | -6.0% | -2.3% |
| 30D | -10.1% | +4.6% | -14.7% | -11.5% |
| 3M | -15.7% | -3.7% | -12.0% | -15.0% |
| 6M | +36.3% | +16.8% | +19.5% | +28.3% |
| YTD | +43.8% | +15.3% | +28.5% | +35.5% |
| 1Y | +63.9% | +31.0% | +32.9% | +47.4% |
| 3Y | +104.4% | +45.4% | +58.9% | +71.3% |
| 5Y | +111.4% | +54.7% | +56.7% | +65.0% |
| 10Y | +361.7% | +98.2% | +263.4% | +207.7% |
| All | +220,352.3% | +606.7% | +219,745.6% | +68,405.9% |
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