+45.9%
CSCO vs FICO
-57.1%
+103.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.4% |
| 7D | -6.1% | +0.4% | -6.5% | -6.0% |
| 30D | -8.2% | +1.7% | -9.8% | -8.1% |
| 3M | -14.6% | -33.0% | +18.5% | -15.5% |
| 6M | +12.7% | -33.9% | +46.6% | +10.9% |
| YTD | +37.0% | -58.5% | +95.5% | +33.0% |
| 1Y | +45.9% | -56.4% | +102.3% | +43.2% |
| All | +45.9% | -57.1% | +103.1% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling