+113.3%
CSCO vs FIX
+2,061.9%
-1,948.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -0.7% | +6.0% | -6.7% | -1.8% |
| 30D | -10.1% | -7.2% | -2.9% | -9.0% |
| 3M | -15.7% | -15.9% | +0.2% | -13.4% |
| 6M | +36.3% | +12.7% | +23.5% | +31.8% |
| YTD | +43.8% | +72.8% | -29.0% | +28.5% |
| 1Y | +63.9% | +122.9% | -59.0% | +38.3% |
| 3Y | +104.4% | +774.3% | -670.0% | +21.5% |
| All | +113.3% | +2,061.9% | -1,948.6% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling