+362.3%
CSCO vs FIVE
+477.5%
-115.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.4% |
| 7D | -0.7% | +4.3% | -4.9% | -1.4% |
| 30D | -10.1% | +12.5% | -22.6% | -12.2% |
| 3M | -15.7% | +31.2% | -46.9% | -20.0% |
| 6M | +36.3% | +14.4% | +21.9% | +31.6% |
| YTD | +43.8% | +33.9% | +9.9% | +34.8% |
| 1Y | +63.9% | +65.1% | -1.1% | +47.2% |
| 3Y | +104.4% | +49.0% | +55.4% | +78.0% |
| 5Y | +111.4% | +30.3% | +81.1% | +82.8% |
| All | +362.3% | +477.5% | -115.3% | +219.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling