+493.0%
CSCO vs FFIV
+7,518.9%
-7,025.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -0.7% | -1.0% | +0.3% | -0.4% |
| 30D | -10.1% | -5.1% | -5.1% | -8.9% |
| 3M | -15.7% | -4.5% | -11.2% | -14.7% |
| 6M | +36.3% | +36.5% | -0.2% | +25.1% |
| YTD | +43.8% | +53.0% | -9.1% | +28.0% |
| 1Y | +63.9% | +24.2% | +39.7% | +53.3% |
| 3Y | +104.4% | +137.2% | -32.9% | +59.6% |
| 5Y | +111.4% | +91.8% | +19.6% | +73.4% |
| 10Y | +361.7% | +215.2% | +146.5% | +228.4% |
| All | +493.0% | +7,518.9% | -7,025.9% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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