+799.3%
CSCO vs FANG
+1,395.6%
-596.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | -10.7% | +2.4% | -13.1% | -11.1% |
| 3M | -8.7% | +4.9% | -13.6% | -9.6% |
| 6M | +44.9% | +12.0% | +32.9% | +42.0% |
| YTD | +44.1% | +37.1% | +7.0% | +36.9% |
| 1Y | +65.9% | +52.3% | +13.6% | +54.8% |
| 3Y | +109.0% | +45.0% | +64.1% | +94.2% |
| 5Y | +114.8% | +231.0% | -116.2% | +73.7% |
| 10Y | +377.3% | +177.5% | +199.9% | +256.3% |
| All | +799.3% | +1,395.6% | -596.3% | +412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling