+63.9%
CSCO vs FLEX
+102.8%
-38.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | -10.1% | -10.1% | 0.0% | -8.8% |
| 3M | -15.7% | -31.3% | +15.7% | -11.7% |
| 6M | +36.3% | +71.3% | -35.0% | +21.0% |
| YTD | +43.8% | +81.2% | -37.4% | +26.3% |
| 1Y | +63.9% | +98.5% | -34.6% | +39.8% |
| All | +63.9% | +102.8% | -38.9% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling