+321.5%
CSCO vs FIX
+4,032.2%
-3,710.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +9.4% | -4.3% | +2.8% |
| 7D | -2.9% | -7.2% | +4.3% | -1.7% |
| 30D | -16.7% | -35.1% | +18.4% | -8.4% |
| 3M | -18.4% | -34.3% | +15.8% | -10.9% |
| 6M | +2.9% | -42.9% | +45.9% | +15.5% |
| YTD | +30.4% | +19.5% | +11.0% | +21.4% |
| 1Y | +41.4% | +16.8% | +24.6% | +31.8% |
| 3Y | +104.7% | +506.7% | -402.0% | +14.2% |
| 5Y | +96.9% | +1,046.7% | -949.7% | -12.3% |
| 10Y | +321.5% | +3,800.0% | -3,478.5% | +28.1% |
| All | +321.5% | +4,032.2% | -3,710.7% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling