+106.4%
CSCO vs FICO
+4.8%
+101.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.7% | +17.2% | +1.2% |
| 7D | -0.7% | -19.2% | +18.5% | +0.1% |
| 30D | -10.1% | -14.6% | +4.5% | -9.6% |
| 3M | -15.7% | -20.1% | +4.4% | -15.2% |
| 6M | +36.3% | -36.3% | +72.6% | +39.0% |
| YTD | +43.8% | -44.9% | +88.7% | +48.6% |
| 1Y | +63.9% | -38.6% | +102.6% | +66.4% |
| All | +106.4% | +4.8% | +101.6% | +106.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling