+97.5%
CSCO vs FIX
+503.5%
-405.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.9% | -6.0% |
| 7D | +1.9% | +9.4% | -7.5% | +0.3% |
| 30D | -15.8% | -27.8% | +11.9% | -11.5% |
| 3M | -15.4% | -35.6% | +20.2% | -9.4% |
| 6M | -5.4% | -45.2% | +39.8% | +3.4% |
| YTD | +26.5% | +19.5% | +7.0% | +22.6% |
| 1Y | +25.9% | +24.2% | +1.6% | +21.2% |
| 3Y | +97.5% | +494.2% | -396.6% | +38.1% |
| All | +97.5% | +503.5% | -405.9% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling