+34.0%
CSCO vs FICO
-58.2%
+92.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -10.2% | -0.9% | -9.3% | -10.2% |
| 30D | -20.1% | +3.3% | -23.4% | -20.0% |
| 3M | -22.4% | -31.7% | +9.4% | -23.1% |
| 6M | +2.8% | -34.0% | +36.8% | +1.2% |
| YTD | +23.6% | -58.3% | +81.9% | +21.0% |
| 1Y | +34.0% | -57.9% | +92.0% | +31.6% |
| All | +34.0% | -58.2% | +92.2% | +31.6% |
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