+106.4%
CSCO vs FIVE
+50.0%
+56.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | 0.0% |
| 7D | -0.7% | +4.3% | -4.9% | -1.1% |
| 30D | -10.1% | +12.5% | -22.6% | -11.4% |
| 3M | -15.7% | +31.2% | -46.9% | -18.3% |
| 6M | +36.3% | +14.4% | +21.9% | +33.4% |
| YTD | +43.8% | +33.9% | +9.9% | +38.1% |
| 1Y | +63.9% | +65.1% | -1.1% | +53.2% |
| All | +106.4% | +50.0% | +56.4% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling