+220,352.3%
CSCO vs FDX
+4,245.3%
+216,107.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -0.7% | -2.5% | +1.9% | +0.3% |
| 30D | -10.1% | +3.8% | -13.9% | -11.6% |
| 3M | -15.7% | -1.3% | -14.4% | -15.7% |
| 6M | +36.3% | +5.0% | +31.2% | +32.3% |
| YTD | +43.8% | +39.6% | +4.2% | +24.9% |
| 1Y | +63.9% | +81.1% | -17.2% | +28.3% |
| 3Y | +104.4% | +63.0% | +41.3% | +59.8% |
| 5Y | +111.4% | +65.6% | +45.7% | +57.3% |
| 10Y | +361.7% | +183.4% | +178.3% | +156.7% |
| All | +220,352.3% | +4,245.3% | +216,107.0% | +42,522.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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