+324.5%
CSCO vs FND
+66.0%
+258.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -0.7% | -5.2% | +4.6% | +0.1% |
| 30D | -10.1% | -19.9% | +9.8% | -7.0% |
| 3M | -15.7% | +2.7% | -18.4% | -16.7% |
| 6M | +36.3% | -21.7% | +57.9% | +40.3% |
| YTD | +43.8% | -17.5% | +61.3% | +46.0% |
| 1Y | +63.9% | -39.3% | +103.2% | +74.8% |
| 3Y | +104.4% | -49.8% | +154.1% | +118.5% |
| 5Y | +111.4% | -60.1% | +171.4% | +126.5% |
| All | +324.5% | +66.0% | +258.4% | +252.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling