+98.3%
CSCO vs USFR
+21.4%
+76.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.4% |
| 3M | -19.6% | +1.1% | -20.7% | -20.3% |
| 6M | +2.4% | +2.1% | +0.4% | +1.1% |
| YTD | +29.8% | +3.4% | +26.3% | +26.7% |
| 1Y | +38.7% | +4.1% | +34.6% | +34.4% |
| 3Y | +101.3% | +14.4% | +86.9% | +88.6% |
| All | +98.3% | +21.4% | +76.9% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling