+2,607.0%
CSCO vs FDS
+9,502.8%
-6,895.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +1.9% |
| 7D | -0.7% | -1.9% | +1.2% | 0.0% |
| 30D | -10.1% | +9.0% | -19.1% | -13.4% |
| 3M | -15.7% | +18.9% | -34.5% | -22.6% |
| 6M | +36.3% | +35.1% | +1.1% | +17.0% |
| YTD | +43.8% | +5.5% | +38.3% | +33.9% |
| 1Y | +63.9% | -16.8% | +80.7% | +65.8% |
| 3Y | +104.4% | -28.1% | +132.4% | +116.0% |
| 5Y | +111.4% | -17.4% | +128.8% | +108.0% |
| 10Y | +361.7% | +85.4% | +276.2% | +219.0% |
| All | +2,607.0% | +9,502.8% | -6,895.8% | +408.7% |
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