+199,826.1%
CSCO vs FDX
+4,212.6%
+195,613.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.5% | +1.6% | +3.8% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -16.7% | +9.3% | -26.0% | -19.5% |
| 3M | -18.4% | +0.5% | -18.9% | -18.9% |
| 6M | +2.9% | +5.3% | -2.4% | +0.2% |
| YTD | +30.4% | +38.6% | -8.2% | +13.4% |
| 1Y | +41.4% | +53.5% | -12.2% | +17.9% |
| 3Y | +104.7% | +74.2% | +30.4% | +56.0% |
| 5Y | +96.9% | +75.3% | +21.7% | +43.5% |
| 10Y | +321.5% | +156.3% | +165.2% | +143.9% |
| All | +199,826.1% | +4,212.6% | +195,613.5% | +38,591.9% |
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