+2,226.5%
CSCO vs FDS
+10,327.4%
-8,101.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -0.6% |
| 7D | -10.2% | -0.5% | -9.7% | -10.2% |
| 30D | -20.1% | +20.2% | -40.3% | -25.8% |
| 3M | -22.4% | +19.9% | -42.2% | -28.6% |
| 6M | +2.8% | +56.2% | -53.4% | -16.7% |
| YTD | +23.6% | +14.6% | +9.1% | +10.3% |
| 1Y | +34.0% | +31.6% | +2.4% | +12.7% |
| 3Y | +89.3% | -23.8% | +113.1% | +94.0% |
| 5Y | +87.9% | -22.6% | +110.4% | +88.3% |
| 10Y | +314.9% | +139.3% | +175.6% | +157.3% |
| All | +2,226.5% | +10,327.4% | -8,101.0% | +319.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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