+306.4%
CSCO vs FIVE
+563.4%
-257.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -10.2% | -0.3% | -9.9% | -10.1% |
| 30D | -20.1% | +17.7% | -37.7% | -22.4% |
| 3M | -22.1% | +4.0% | -26.0% | -22.9% |
| 6M | +3.2% | +2.6% | +0.6% | +1.8% |
| YTD | +24.1% | +27.6% | -3.5% | +17.2% |
| 1Y | +34.6% | +59.9% | -25.4% | +21.7% |
| 3Y | +90.0% | +35.8% | +54.2% | +68.5% |
| 5Y | +88.6% | +14.4% | +74.2% | +67.6% |
| All | +306.4% | +563.4% | -257.0% | +186.2% |
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