+102.7%
CSCO vs USFR
+14.3%
+88.4%
-27.3%
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% | -0.5% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -17.1% | +0.4% | -17.5% | -17.3% |
| 3M | -19.6% | +1.1% | -20.7% | -20.0% |
| 6M | +2.4% | +2.1% | +0.4% | +3.0% |
| YTD | +29.8% | +3.4% | +26.3% | +29.2% |
| 1Y | +38.7% | +4.1% | +34.6% | +36.6% |
| All | +102.7% | +14.3% | +88.4% | +223.8% |
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