+298.1%
CSCO vs FND
+61.4%
+236.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +1.9% |
| 7D | +6.6% | -5.1% | +11.7% | +7.5% |
| 30D | -11.3% | +9.2% | -20.5% | -12.8% |
| 3M | -17.3% | -17.7% | +0.4% | -15.1% |
| 6M | +3.5% | +2.5% | +1.0% | +1.8% |
| YTD | +34.9% | -19.8% | +54.7% | +37.1% |
| 1Y | +40.5% | -22.7% | +63.2% | +43.4% |
| 3Y | +109.3% | -38.3% | +147.6% | +114.6% |
| 5Y | +105.9% | -63.0% | +168.9% | +123.3% |
| All | +298.1% | +61.4% | +236.6% | +230.6% |
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 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