+220,352.3%
CSCO vs FITB
+3,371.7%
+216,980.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | -10.1% | -4.7% | -5.4% | -9.1% |
| 3M | -15.7% | +6.7% | -22.4% | -17.1% |
| 6M | +36.3% | +12.6% | +23.7% | +32.0% |
| YTD | +43.8% | +19.1% | +24.7% | +37.1% |
| 1Y | +63.9% | +22.6% | +41.3% | +54.9% |
| 3Y | +104.4% | +127.1% | -22.8% | +64.0% |
| 5Y | +111.4% | +71.8% | +39.5% | +77.7% |
| 10Y | +361.7% | +287.2% | +74.5% | +200.2% |
| All | +220,352.3% | +3,371.7% | +216,980.6% | +39,975.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 all: compounded portfolio wealth divided by compounded FITB 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…
all analysis · Full analysis span regression · 6 months rolling