+34.7%
CSCO vs FICO
-55.7%
+90.4%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.9% | -8.5% | -7.6% |
| 7D | -11.9% | -0.3% | -11.6% | -11.9% |
| 30D | -18.8% | +1.7% | -20.6% | -18.8% |
| 3M | -21.2% | -35.2% | +14.0% | -22.1% |
| 6M | +1.9% | -33.7% | +35.5% | +0.3% |
| YTD | +26.1% | -58.2% | +84.2% | +22.6% |
| 1Y | +34.7% | -56.6% | +91.3% | +32.1% |
| All | +34.7% | -55.7% | +90.4% | +32.1% |
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