+1,920.5%
CSCO vs FIX
+7,433.0%
-5,512.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -11.6% | +4.0% | -5.1% |
| 7D | -11.9% | -27.2% | +15.4% | -5.8% |
| 30D | -18.8% | -46.9% | +28.1% | -7.3% |
| 3M | -21.2% | -44.4% | +23.2% | -11.2% |
| 6M | +1.9% | -50.9% | +52.8% | +17.2% |
| YTD | +26.1% | +3.5% | +22.5% | +22.0% |
| 1Y | +34.7% | -2.1% | +36.8% | +31.4% |
| 3Y | +94.0% | +418.7% | -324.7% | +22.8% |
| 5Y | +91.6% | +894.6% | -803.0% | +2.4% |
| 10Y | +323.2% | +3,465.5% | -3,142.3% | +61.2% |
| All | +1,920.5% | +7,433.0% | -5,512.5% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling