+88.1%
CSCO vs FIVE
+14.2%
+73.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.9% |
| 3M | -22.4% | +4.0% | -26.3% | -23.0% |
| 6M | +2.8% | +2.6% | +0.2% | +1.7% |
| YTD | +23.6% | +27.6% | -4.0% | +17.9% |
| 1Y | +34.0% | +59.9% | -25.9% | +23.3% |
| 3Y | +89.3% | +35.8% | +53.5% | +71.4% |
| All | +88.1% | +14.2% | +73.9% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling