+65.9%
CSCO vs FLR
+33.3%
+32.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.6% |
| 7D | 0.0% | -3.1% | +3.1% | +0.4% |
| 30D | -10.7% | +4.9% | -15.7% | -11.4% |
| 3M | -8.7% | +10.8% | -19.6% | -10.5% |
| 6M | +44.9% | +19.7% | +25.2% | +39.2% |
| YTD | +44.1% | +38.4% | +5.8% | +37.9% |
| 1Y | +65.9% | +34.7% | +31.2% | +59.0% |
| All | +65.9% | +33.3% | +32.5% | +59.0% |
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