+0.7%
CSCO vs FIG
-5.4%
+6.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +5.0% |
| 7D | -2.9% | -12.6% | +9.7% | -2.5% |
| 30D | -16.7% | -13.8% | -2.9% | -16.4% |
| 3M | -18.4% | -16.7% | -1.7% | -18.1% |
| All | +0.7% | -5.4% | +6.1% | +1.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling