+675.5%
BE vs CSCO
+194.3%
+481.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.1% | +6.8% | +7.6% |
| 7D | -1.2% | -2.9% | +1.7% | +2.2% |
| 30D | -30.9% | -16.7% | -14.2% | -18.6% |
| 3M | -11.6% | -18.4% | +6.8% | +5.6% |
| 6M | -25.7% | +2.9% | -28.7% | -26.0% |
| YTD | +123.1% | +30.4% | +92.7% | +85.2% |
| 1Y | +43.4% | +41.4% | +2.0% | +11.7% |
| 3Y | +1,683.6% | +104.7% | +1,579.0% | +953.6% |
| 5Y | +465.4% | +96.9% | +368.5% | +238.9% |
| All | +675.5% | +194.3% | +481.2% | +267.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 10y: compounded portfolio wealth divided by compounded CSCO 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…
10y analysis · Full analysis span regression · 6 months rolling