+389.6%
BE vs CSCO
+67.4%
+322.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.1% |
| 7D | +23.9% | 0.0% | +24.0% | +23.9% |
| 30D | +27.8% | -10.7% | +38.6% | +40.9% |
| 3M | +3.7% | -8.7% | +12.5% | +12.6% |
| 6M | +78.0% | +44.9% | +33.0% | +32.9% |
| YTD | +209.9% | +44.1% | +165.8% | +142.9% |
| 1Y | +389.6% | +65.9% | +323.7% | +279.6% |
| All | +389.6% | +67.4% | +322.2% | +279.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling