+366.8%
CSCO vs FLEX
+1,059.7%
-692.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.1% |
| 7D | -0.5% | +7.0% | -7.5% | -2.3% |
| 30D | -10.1% | -5.8% | -4.3% | -8.9% |
| 3M | -11.7% | -24.2% | +12.5% | -6.3% |
| 6M | +40.1% | +90.8% | -50.7% | +12.3% |
| YTD | +43.8% | +89.2% | -45.4% | +15.2% |
| 1Y | +66.6% | +104.7% | -38.1% | +29.5% |
| 3Y | +108.5% | +478.1% | -369.6% | +15.5% |
| 5Y | +114.0% | +726.2% | -612.2% | +4.2% |
| 10Y | +366.8% | +1,060.6% | -693.8% | +81.7% |
| All | +366.8% | +1,059.7% | -692.9% | +81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling