+88.1%
CSCO vs FLEX
+409.9%
-321.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.6% | -6.5% | -3.0% |
| 7D | -10.2% | -19.3% | +9.1% | -6.0% |
| 30D | -20.1% | -41.5% | +21.5% | -10.4% |
| 3M | -22.4% | -43.1% | +20.7% | -12.7% |
| 6M | +2.8% | -48.2% | +51.0% | +17.1% |
| YTD | +23.6% | +15.5% | +8.1% | +11.2% |
| 1Y | +34.0% | +10.2% | +23.8% | +21.7% |
| 3Y | +89.3% | +256.8% | -167.6% | +14.8% |
| All | +88.1% | +409.9% | -321.8% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling