+126.1%
CSCO vs FRSH
-72.0%
+198.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.4% |
| 7D | -0.5% | -10.1% | +9.6% | +0.4% |
| 30D | -10.1% | +2.2% | -12.3% | -10.5% |
| 3M | -11.7% | +28.6% | -40.3% | -14.3% |
| 6M | +40.1% | +40.2% | -0.1% | +34.3% |
| YTD | +43.8% | -1.2% | +45.0% | +42.3% |
| 1Y | +66.6% | -7.9% | +74.5% | +65.9% |
| 3Y | +108.5% | -44.7% | +153.3% | +113.9% |
| All | +126.1% | -72.0% | +198.2% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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