+101.3%
CSCO vs FICO
-24.1%
+125.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -4.7% | +0.9% | -5.5% | -4.7% |
| 30D | -17.1% | +9.4% | -26.5% | -17.4% |
| 3M | -19.6% | -30.4% | +10.8% | -18.9% |
| 6M | +2.4% | -35.1% | +37.5% | +3.2% |
| YTD | +29.8% | -56.8% | +86.6% | +35.0% |
| 1Y | +38.7% | -58.4% | +97.1% | +44.7% |
| 3Y | +101.3% | -26.7% | +128.0% | +107.7% |
| All | +101.3% | -24.1% | +125.4% | +107.7% |
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