+198,812.7%
CSCO vs FITB
+3,357.1%
+195,455.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -4.7% | +0.5% | -5.2% | -4.7% |
| 30D | -17.1% | +7.0% | -24.1% | -18.5% |
| 3M | -19.6% | -4.4% | -15.3% | -18.8% |
| 6M | +2.4% | +11.6% | -9.1% | -0.5% |
| YTD | +29.8% | +18.6% | +11.2% | +23.8% |
| 1Y | +38.7% | +29.8% | +8.8% | +29.3% |
| 3Y | +101.3% | +140.7% | -39.4% | +59.8% |
| 5Y | +94.8% | +48.6% | +46.2% | +70.0% |
| 10Y | +324.2% | +224.4% | +99.8% | +187.7% |
| All | +198,812.7% | +3,357.1% | +195,455.6% | +36,090.6% |
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