+204,102.2%
CSCO vs FDX
+4,263.9%
+199,838.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.0% | +1.7% | +2.3% |
| 7D | -2.8% | -2.1% | -0.7% | -1.9% |
| 30D | -12.6% | +10.4% | -23.0% | -15.9% |
| 3M | -16.0% | +0.5% | -16.5% | -16.5% |
| 6M | +2.8% | +6.5% | -3.6% | -0.3% |
| YTD | +33.2% | +40.2% | -7.0% | +15.3% |
| 1Y | +43.1% | +52.1% | -9.0% | +20.0% |
| 3Y | +106.7% | +72.8% | +33.9% | +58.1% |
| 5Y | +103.6% | +76.3% | +27.3% | +48.0% |
| 10Y | +330.5% | +155.7% | +174.7% | +149.4% |
| All | +204,102.2% | +4,263.9% | +199,838.3% | +39,244.6% |
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