+199,826.1%
CSCO vs FITB
+3,368.0%
+196,458.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.5% |
| 7D | -2.9% | -1.1% | -1.8% | -2.6% |
| 30D | -16.7% | +7.3% | -24.0% | -18.1% |
| 3M | -18.4% | -4.0% | -14.5% | -17.7% |
| 6M | +2.9% | +11.9% | -9.0% | -0.1% |
| YTD | +30.4% | +19.0% | +11.4% | +24.4% |
| 1Y | +41.4% | +31.0% | +10.3% | +31.5% |
| 3Y | +104.7% | +143.8% | -39.1% | +61.9% |
| 5Y | +96.9% | +48.9% | +48.1% | +71.7% |
| 10Y | +321.5% | +236.6% | +84.9% | +183.4% |
| All | +199,826.1% | +3,368.0% | +196,458.1% | +36,247.0% |
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