+306.4%
CSCO vs FIX
+3,608.1%
-3,301.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -3.3% |
| 7D | -10.2% | -17.5% | +7.3% | -6.5% |
| 30D | -20.1% | -41.6% | +21.5% | -9.8% |
| 3M | -22.1% | -40.6% | +18.5% | -12.7% |
| 6M | +3.2% | -49.4% | +52.6% | +19.1% |
| YTD | +24.1% | +9.2% | +14.9% | +18.1% |
| 1Y | +34.6% | +6.5% | +28.1% | +28.3% |
| 3Y | +90.0% | +448.7% | -358.7% | +8.8% |
| 5Y | +88.6% | +948.7% | -860.1% | -14.2% |
| All | +306.4% | +3,608.1% | -3,301.7% | +24.8% |
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