+573.1%
CSCO vs FN
+2,575.5%
-2,002.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -14.2% | +6.6% | -5.2% |
| 7D | -11.9% | -16.0% | +4.1% | -9.4% |
| 30D | -18.8% | -40.1% | +21.3% | -11.9% |
| 3M | -21.2% | -43.9% | +22.7% | -14.2% |
| 6M | +1.9% | -55.6% | +57.5% | +14.5% |
| YTD | +26.1% | -35.7% | +61.7% | +31.1% |
| 1Y | +34.7% | -39.8% | +74.5% | +41.0% |
| 3Y | +94.0% | +80.3% | +13.8% | +60.1% |
| 5Y | +91.6% | +143.3% | -51.7% | +46.1% |
| 10Y | +323.2% | +682.3% | -359.1% | +161.3% |
| All | +573.1% | +2,575.5% | -2,002.4% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling