+2,342.5%
CSCO vs FDS
+10,266.7%
-7,924.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.7% | -2.0% | -2.7% | -4.0% |
| 30D | -17.1% | +13.5% | -30.6% | -21.3% |
| 3M | -19.6% | +15.2% | -34.8% | -25.0% |
| 6M | +2.4% | +47.0% | -44.6% | -15.0% |
| YTD | +29.8% | +13.9% | +15.9% | +16.1% |
| 1Y | +38.7% | +25.2% | +13.5% | +18.9% |
| 3Y | +101.3% | -25.3% | +126.7% | +108.0% |
| 5Y | +94.8% | -23.3% | +118.1% | +96.0% |
| 10Y | +324.2% | +126.0% | +198.2% | +168.9% |
| All | +2,342.5% | +10,266.7% | -7,924.2% | +340.9% |
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