+106.4%
CSCO vs FIX
+782.4%
-676.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -0.7% | +6.0% | -6.7% | -1.6% |
| 30D | -10.1% | -7.2% | -2.9% | -9.1% |
| 3M | -15.7% | -15.9% | +0.2% | -13.7% |
| 6M | +36.3% | +12.7% | +23.5% | +32.8% |
| YTD | +43.8% | +72.8% | -29.0% | +31.6% |
| 1Y | +63.9% | +122.9% | -59.0% | +43.5% |
| All | +106.4% | +782.4% | -676.0% | +49.1% |
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