+113.3%
CSCO vs FICO
+99.8%
+13.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.7% | +17.2% | +2.3% |
| 7D | -0.7% | -19.2% | +18.5% | +1.4% |
| 30D | -10.1% | -14.6% | +4.5% | -8.9% |
| 3M | -15.7% | -20.1% | +4.4% | -14.4% |
| 6M | +36.3% | -36.3% | +72.6% | +41.9% |
| YTD | +43.8% | -44.9% | +88.7% | +52.9% |
| 1Y | +63.9% | -38.6% | +102.6% | +69.7% |
| 3Y | +104.4% | +4.0% | +100.4% | +84.9% |
| All | +113.3% | +99.8% | +13.5% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling