+40.5%
CSCO vs FIG
-57.2%
+97.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +6.6% | +2.6% | +4.0% | +6.5% |
| 30D | -11.3% | -13.1% | +1.7% | -11.1% |
| 3M | -17.3% | -20.3% | +3.0% | -17.0% |
| 6M | +3.5% | -2.1% | +5.6% | +3.1% |
| YTD | +34.9% | -49.4% | +84.3% | +34.6% |
| 1Y | +40.5% | -57.0% | +97.5% | +40.4% |
| All | +40.5% | -57.2% | +97.7% | +40.4% |
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