+108.6%
CSCO vs USFR
+14.0%
+94.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.6% |
| 7D | -0.7% | +0.1% | -0.7% | -0.6% |
| 30D | -10.1% | +0.3% | -10.4% | -9.9% |
| 3M | -15.7% | +1.0% | -16.7% | -14.8% |
| 6M | +36.3% | +1.9% | +34.3% | +37.8% |
| YTD | +43.8% | +2.6% | +41.2% | +45.2% |
| 1Y | +63.9% | +4.0% | +59.9% | +64.8% |
| All | +108.6% | +14.0% | +94.6% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling