+324.2%
CSCO vs FIVE
+562.8%
-238.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | +7.3% | -12.0% | -5.8% |
| 30D | -17.1% | +18.1% | -35.2% | -19.5% |
| 3M | -19.6% | +7.7% | -27.3% | -20.9% |
| 6M | +2.4% | +13.6% | -11.2% | -0.8% |
| YTD | +29.8% | +34.6% | -4.8% | +21.4% |
| 1Y | +38.7% | +66.2% | -27.6% | +24.6% |
| 3Y | +101.3% | +43.5% | +57.9% | +76.8% |
| 5Y | +94.8% | +20.7% | +74.2% | +71.5% |
| 10Y | +324.2% | +541.5% | -217.3% | +192.8% |
| All | +324.2% | +562.8% | -238.6% | +192.8% |
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