+88.1%
CSCO vs FN
+170.4%
-82.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.7% | -13.6% | -4.0% |
| 7D | -10.2% | 0.0% | -10.2% | -10.5% |
| 30D | -20.1% | -34.3% | +14.3% | -14.6% |
| 3M | -22.4% | -39.9% | +17.5% | -16.4% |
| 6M | +2.8% | -51.8% | +54.6% | +13.9% |
| YTD | +23.6% | -28.1% | +51.8% | +26.4% |
| 1Y | +34.0% | -29.1% | +63.1% | +36.7% |
| 3Y | +89.3% | +102.4% | -13.2% | +49.9% |
| All | +88.1% | +170.4% | -82.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 5y: compounded portfolio wealth divided by compounded FN 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…
5y analysis · Full analysis span regression · 6 months rolling