+63.7%
CSCO vs FIG
-73.2%
+136.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | 0.0% |
| 7D | -0.5% | -16.4% | +15.8% | -0.4% |
| 30D | -10.1% | -2.3% | -7.8% | -10.1% |
| 3M | -11.7% | +7.8% | -19.6% | -11.8% |
| 6M | +40.1% | -21.8% | +61.9% | +39.8% |
| YTD | +43.8% | -39.1% | +82.9% | +44.1% |
| 1Y | +66.6% | -56.6% | +123.3% | +68.5% |
| All | +63.7% | -73.2% | +136.9% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling