+934.0%
BE vs CSCO
+219.3%
+714.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -2.5% |
| 7D | +9.7% | -1.1% | +10.8% | +10.8% |
| 30D | +22.4% | -10.8% | +33.2% | +33.9% |
| 3M | +10.4% | -9.2% | +19.6% | +20.2% |
| 6M | +67.9% | +39.5% | +28.3% | +29.8% |
| YTD | +197.5% | +41.5% | +156.0% | +127.6% |
| 1Y | +310.6% | +61.0% | +249.6% | +183.2% |
| 3Y | +1,657.2% | +105.2% | +1,552.0% | +915.1% |
| 5Y | +1,218.2% | +113.4% | +1,104.7% | +628.6% |
| All | +934.0% | +219.3% | +714.6% | +351.1% |
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