+101.3%
CSCO vs FLR
+47.2%
+54.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.7% | +5.1% | -9.8% | -5.5% |
| 30D | -17.1% | -0.5% | -16.6% | -17.1% |
| 3M | -19.6% | -3.5% | -16.1% | -19.3% |
| 6M | +2.4% | +16.5% | -14.1% | -0.5% |
| YTD | +29.8% | +27.3% | +2.5% | +23.4% |
| 1Y | +38.7% | +10.6% | +28.0% | +34.4% |
| 3Y | +101.3% | +39.4% | +62.0% | +78.7% |
| All | +101.3% | +47.2% | +54.2% | +78.7% |
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