+361.1%
CSCO vs FIX
+5,813.3%
-5,452.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -0.7% | +6.0% | -6.7% | -2.0% |
| 30D | -10.1% | -7.2% | -2.9% | -8.7% |
| 3M | -15.7% | -15.9% | +0.2% | -12.9% |
| 6M | +36.3% | +12.7% | +23.5% | +30.4% |
| YTD | +43.8% | +72.8% | -29.0% | +24.1% |
| 1Y | +63.9% | +122.9% | -59.0% | +31.4% |
| 3Y | +104.4% | +774.3% | -670.0% | +6.8% |
| 5Y | +111.4% | +2,049.5% | -1,938.1% | -17.7% |
| All | +361.1% | +5,813.3% | -5,452.2% | +37.8% |
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