+65.9%
CSCO vs FIG
-58.0%
+123.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.3% |
| 7D | 0.0% | -14.5% | +14.4% | +0.2% |
| 30D | -10.7% | -13.3% | +2.6% | -10.5% |
| 3M | -8.7% | +7.4% | -16.2% | -9.0% |
| 6M | +44.9% | -27.8% | +72.7% | +45.1% |
| YTD | +44.1% | -41.1% | +85.2% | +45.9% |
| 1Y | +65.9% | -58.7% | +124.6% | +71.8% |
| All | +65.9% | -58.0% | +123.9% | +71.8% |
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