+377.3%
CSCO vs USFR
+28.0%
+349.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -10.7% | +0.3% | -11.0% | -10.9% |
| 3M | -8.7% | +1.0% | -9.7% | -9.3% |
| 6M | +44.9% | +1.9% | +43.0% | +43.2% |
| YTD | +44.1% | +2.7% | +41.5% | +41.7% |
| 1Y | +65.9% | +4.0% | +61.9% | +61.7% |
| 3Y | +109.0% | +14.0% | +95.0% | +93.4% |
| 5Y | +114.8% | +20.4% | +94.3% | +91.8% |
| 10Y | +377.3% | +28.0% | +349.3% | +303.3% |
| All | +377.3% | +28.0% | +349.3% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling