+89.3%
CSCO vs FIX
+448.6%
-359.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.4% | -7.4% | -2.9% |
| 7D | -10.2% | -17.5% | +7.3% | -7.5% |
| 30D | -20.1% | -41.6% | +21.5% | -12.7% |
| 3M | -22.4% | -40.6% | +18.2% | -15.7% |
| 6M | +2.8% | -49.4% | +52.2% | +14.0% |
| YTD | +23.6% | +9.2% | +14.4% | +21.7% |
| 1Y | +34.0% | +6.5% | +27.6% | +32.2% |
| 3Y | +89.3% | +448.7% | -359.5% | +33.5% |
| All | +89.3% | +448.6% | -359.4% | +33.5% |
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