+251.2%
CSCO vs FLR
+603.8%
-352.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.9% | +1.0% |
| 7D | -0.7% | +5.4% | -6.1% | -1.8% |
| 30D | -10.1% | +11.4% | -21.5% | -12.7% |
| 3M | -15.7% | +11.4% | -27.1% | -18.3% |
| 6M | +36.3% | +16.6% | +19.6% | +29.6% |
| YTD | +43.8% | +41.7% | +2.1% | +30.8% |
| 1Y | +63.9% | +35.4% | +28.5% | +49.7% |
| 3Y | +104.4% | +57.3% | +47.0% | +72.5% |
| 5Y | +111.4% | +241.0% | -129.6% | +42.9% |
| 10Y | +361.7% | +16.6% | +345.0% | +242.4% |
| All | +251.2% | +603.8% | -352.6% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling