+108.5%
CSCO vs FLR
+60.4%
+48.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | -10.1% | -0.7% | -9.4% | -10.1% |
| 3M | -11.7% | +14.3% | -26.1% | -13.9% |
| 6M | +40.1% | +25.6% | +14.5% | +33.8% |
| YTD | +43.8% | +42.9% | +0.9% | +34.7% |
| 1Y | +66.6% | +38.7% | +27.9% | +56.0% |
| 3Y | +108.5% | +61.8% | +46.7% | +85.0% |
| All | +108.5% | +60.4% | +48.1% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling