+707.7%
BE vs CSCO
+204.4%
+503.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.6% |
| 7D | +20.5% | +6.6% | +14.0% | +14.7% |
| 30D | -23.4% | -11.3% | -12.0% | -14.2% |
| 3M | -14.9% | -17.3% | +2.5% | +0.5% |
| 6M | -28.1% | +3.5% | -31.6% | -28.7% |
| YTD | +132.4% | +34.9% | +97.5% | +87.8% |
| 1Y | +59.4% | +40.5% | +18.9% | +24.7% |
| 3Y | +1,815.8% | +109.3% | +1,706.6% | +1,011.9% |
| 5Y | +491.3% | +105.9% | +385.4% | +242.6% |
| All | +707.7% | +204.4% | +503.3% | +272.4% |
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