+7,661.2%
CSCO vs FLEX
+7,523.3%
+137.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | -10.1% | -10.1% | 0.0% | -7.3% |
| 3M | -15.7% | -31.3% | +15.7% | -6.4% |
| 6M | +36.3% | +71.3% | -35.0% | +8.2% |
| YTD | +43.8% | +81.2% | -37.4% | +11.7% |
| 1Y | +63.9% | +98.5% | -34.6% | +22.5% |
| 3Y | +104.4% | +428.2% | -323.9% | +6.2% |
| 5Y | +111.4% | +657.3% | -545.9% | -4.7% |
| 10Y | +361.7% | +995.9% | -634.3% | +62.4% |
| All | +7,661.2% | +7,523.3% | +137.9% | +1,328.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling