+108.5%
CSCO vs FND
-49.6%
+158.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -10.1% | -23.6% | +13.5% | -7.9% |
| 3M | -11.7% | +4.3% | -16.1% | -12.5% |
| 6M | +40.1% | -20.3% | +60.4% | +42.5% |
| YTD | +43.8% | -21.3% | +65.1% | +45.7% |
| 1Y | +66.6% | -45.4% | +112.0% | +76.8% |
| 3Y | +108.5% | -48.9% | +157.4% | +113.1% |
| All | +108.5% | -49.6% | +158.1% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling