+94.8%
CSCO vs FND
-61.3%
+156.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | 0.0% |
| 7D | -4.7% | +6.8% | -11.5% | -5.5% |
| 30D | -17.1% | +13.1% | -30.2% | -18.6% |
| 3M | -19.6% | -13.1% | -6.5% | -18.3% |
| 6M | +2.4% | -0.6% | +3.0% | +1.5% |
| YTD | +29.8% | -15.5% | +45.3% | +30.8% |
| 1Y | +38.7% | -13.7% | +52.3% | +39.0% |
| 3Y | +101.3% | -35.0% | +136.3% | +102.9% |
| 5Y | +94.8% | -60.1% | +154.9% | +109.6% |
| All | +94.8% | -61.3% | +156.2% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling