+45.9%
CSCO vs FLR
+2.5%
+43.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -6.1% | +1.4% | -7.4% | -6.3% |
| 30D | -8.2% | -5.9% | -2.2% | -7.3% |
| 3M | -14.6% | -7.6% | -6.9% | -13.9% |
| 6M | +12.7% | -9.3% | +22.0% | +12.9% |
| YTD | +37.0% | +20.1% | +16.9% | +33.9% |
| 1Y | +45.9% | +3.0% | +42.9% | +43.5% |
| All | +45.9% | +2.5% | +43.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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