+63.9%
CSCO vs FIG
-56.9%
+120.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +0.6% |
| 7D | -0.7% | -16.3% | +15.6% | -0.5% |
| 30D | -10.1% | -14.3% | +4.2% | -9.7% |
| 3M | -15.7% | +7.2% | -22.8% | -15.6% |
| 6M | +36.3% | -18.6% | +54.9% | +36.2% |
| YTD | +43.8% | -35.5% | +79.3% | +45.4% |
| 1Y | +63.9% | -55.8% | +119.7% | +69.5% |
| All | +63.9% | -56.9% | +120.8% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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