+114.0%
CSCO vs USFR
+20.5%
+93.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | -0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -10.1% | +0.3% | -10.4% | -10.4% |
| 3M | -11.7% | +1.0% | -12.7% | -12.4% |
| 6M | +40.1% | +1.9% | +38.2% | +37.5% |
| YTD | +43.8% | +2.7% | +41.1% | +39.8% |
| 1Y | +66.6% | +4.0% | +62.6% | +59.1% |
| 3Y | +108.5% | +14.0% | +94.5% | +84.5% |
| 5Y | +114.0% | +20.4% | +93.5% | +71.6% |
| All | +114.0% | +20.5% | +93.5% | +71.6% |
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 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