+34.6%
CSCO vs FIX
+3.4%
+31.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -3.2% |
| 7D | -10.2% | -17.5% | +7.3% | -6.7% |
| 30D | -20.1% | -41.6% | +21.5% | -10.2% |
| 3M | -22.1% | -40.6% | +18.5% | -13.0% |
| 6M | +3.2% | -49.4% | +52.6% | +18.1% |
| YTD | +24.1% | +9.2% | +14.9% | +25.0% |
| 1Y | +34.6% | +6.5% | +28.1% | +36.3% |
| All | +34.6% | +3.4% | +31.2% | +36.3% |
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