+6,570.2%
CSCO vs FLEX
+4,757.3%
+1,813.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.6% | -6.5% | -3.4% |
| 7D | -10.2% | -19.3% | +9.1% | -4.4% |
| 30D | -20.1% | -41.5% | +21.5% | -6.7% |
| 3M | -22.4% | -43.1% | +20.7% | -9.0% |
| 6M | +2.8% | -48.2% | +51.0% | +22.1% |
| YTD | +23.6% | +15.5% | +8.1% | +8.8% |
| 1Y | +34.0% | +10.2% | +23.8% | +19.3% |
| 3Y | +89.3% | +256.8% | -167.6% | +9.9% |
| 5Y | +87.9% | +408.2% | -320.3% | -5.3% |
| 10Y | +314.9% | +580.8% | -265.9% | +67.1% |
| All | +6,570.2% | +4,757.3% | +1,813.0% | +1,292.1% |
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