+584.7%
CSCO vs USFR
+28.6%
+556.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +6.6% | +0.1% | +6.5% | +6.5% |
| 30D | -11.3% | +0.4% | -11.7% | -11.6% |
| 3M | -17.3% | +1.0% | -18.4% | -18.0% |
| 6M | +3.5% | +2.0% | +1.5% | +1.8% |
| YTD | +34.9% | +3.4% | +31.4% | +31.1% |
| 1Y | +40.5% | +4.1% | +36.4% | +35.9% |
| 3Y | +109.3% | +14.4% | +94.9% | +87.5% |
| 5Y | +105.9% | +21.4% | +84.5% | +75.6% |
| 10Y | +335.8% | +28.5% | +307.3% | +253.8% |
| All | +584.7% | +28.6% | +556.1% | +447.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling