+63.9%
CSCO vs FIX
+128.3%
-64.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -0.7% | +6.0% | -6.7% | -1.7% |
| 30D | -10.1% | -7.2% | -2.9% | -9.0% |
| 3M | -15.7% | -15.9% | +0.2% | -13.5% |
| 6M | +36.3% | +12.7% | +23.5% | +33.3% |
| YTD | +43.8% | +72.8% | -29.0% | +35.2% |
| 1Y | +63.9% | +122.9% | -59.0% | +49.4% |
| All | +63.9% | +128.3% | -64.3% | +49.4% |
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