+45.9%
CSCO vs FIX
+14.3%
+31.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -15.1% | +15.7% | +3.9% |
| 7D | -6.1% | -18.9% | +12.9% | -2.0% |
| 30D | -8.2% | -36.3% | +28.1% | +1.1% |
| 3M | -14.6% | -38.5% | +24.0% | -5.5% |
| 6M | +12.7% | -42.3% | +55.0% | +25.4% |
| YTD | +37.0% | +17.1% | +19.9% | +35.5% |
| 1Y | +45.9% | +14.4% | +31.5% | +45.1% |
| All | +45.9% | +14.3% | +31.6% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling