+63.9%
CSCO vs FANG
+43.7%
+20.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.6% |
| 7D | -0.7% | +0.8% | -1.4% | -0.7% |
| 30D | -10.1% | +7.6% | -17.7% | -10.4% |
| 3M | -15.7% | -1.3% | -14.4% | -15.6% |
| 6M | +36.3% | +14.7% | +21.6% | +35.8% |
| YTD | +43.8% | +34.8% | +9.0% | +42.9% |
| 1Y | +63.9% | +42.9% | +21.0% | +63.2% |
| All | +63.9% | +43.7% | +20.2% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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