+558.8%
CSCO vs USFR
+28.6%
+530.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| YTD | +29.8% | +3.4% | +26.3% | +26.2% |
| 1Y | +38.7% | +4.1% | +34.6% | +34.1% |
| 3Y | +101.3% | +14.4% | +86.9% | +80.4% |
| 5Y | +94.8% | +21.4% | +73.4% | +66.2% |
| 10Y | +324.2% | +28.5% | +295.7% | +244.4% |
| All | +558.8% | +28.6% | +530.2% | +426.5% |
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