+101.3%
CSCO vs FIX
+497.3%
-395.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -4.7% | -13.9% | +9.3% | -2.5% |
| 30D | -17.1% | -35.5% | +18.4% | -11.1% |
| 3M | -19.6% | -33.9% | +14.3% | -14.3% |
| 6M | +2.4% | -43.3% | +45.7% | +11.4% |
| YTD | +29.8% | +18.7% | +11.1% | +25.9% |
| 1Y | +38.7% | +13.8% | +24.9% | +35.1% |
| 3Y | +101.3% | +495.0% | -393.6% | +40.5% |
| All | +101.3% | +497.3% | -395.9% | +40.5% |
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