+94.8%
CSCO vs FIX
+1,045.2%
-950.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -4.7% | -13.9% | +9.3% | -2.2% |
| 30D | -17.1% | -35.5% | +18.4% | -10.3% |
| 3M | -19.6% | -33.9% | +14.3% | -13.6% |
| 6M | +2.4% | -43.3% | +45.7% | +12.6% |
| YTD | +29.8% | +18.7% | +11.1% | +23.9% |
| 1Y | +38.7% | +13.8% | +24.9% | +33.0% |
| 3Y | +101.3% | +495.0% | -393.6% | +27.6% |
| 5Y | +94.8% | +1,049.0% | -954.2% | -5.7% |
| All | +94.8% | +1,045.2% | -950.4% | -5.7% |
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