+43.1%
CSCO vs FND
-14.8%
+57.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.7% |
| 7D | -2.8% | -4.4% | +1.6% | -2.6% |
| 30D | -12.6% | +14.5% | -27.2% | -12.7% |
| 3M | -16.0% | -15.6% | -0.4% | -15.4% |
| 6M | +2.8% | +4.7% | -1.9% | +3.1% |
| YTD | +33.2% | -16.1% | +49.4% | +33.4% |
| 1Y | +43.1% | -16.0% | +59.1% | +43.6% |
| All | +43.1% | -14.8% | +57.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling