+45.9%
CSCO vs FIVE
+63.3%
-17.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | +0.3% |
| 7D | -6.1% | +7.5% | -13.5% | -6.3% |
| 30D | -8.2% | +16.7% | -24.9% | -8.8% |
| 3M | -14.6% | +13.4% | -27.9% | -15.1% |
| 6M | +12.7% | +9.0% | +3.7% | +12.4% |
| YTD | +37.0% | +33.8% | +3.2% | +32.6% |
| 1Y | +45.9% | +61.2% | -15.2% | +42.5% |
| All | +45.9% | +63.3% | -17.3% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling