+40.7%
CSCO vs FIG
-77.9%
+118.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.0% |
| 7D | -10.2% | -13.1% | +2.9% | -9.9% |
| 30D | -20.1% | -13.0% | -7.1% | -19.8% |
| 3M | -22.4% | -21.5% | -0.8% | -22.1% |
| 6M | +2.8% | -2.5% | +5.3% | +2.4% |
| YTD | +23.6% | -49.7% | +73.3% | +24.3% |
| 1Y | +34.0% | -59.1% | +93.1% | +35.1% |
| All | +40.7% | -77.9% | +118.6% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling