+39.4%
CSCO vs FICO
-58.5%
+97.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +5.3% |
| 7D | -2.9% | -0.1% | -2.9% | -2.9% |
| 30D | -16.7% | +8.4% | -25.1% | -16.4% |
| 3M | -18.4% | -30.5% | +12.1% | -19.2% |
| 6M | +2.9% | -35.7% | +38.7% | +1.5% |
| YTD | +30.4% | -57.2% | +87.6% | +27.6% |
| All | +39.4% | -58.5% | +97.9% | +36.2% |
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