+1,616.9%
BE vs CSCO
+91.1%
+1,525.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.0% | +5.4% | +5.3% |
| 7D | -14.7% | -10.2% | -4.5% | -4.7% |
| 30D | -40.5% | -20.1% | -20.5% | -25.7% |
| 3M | -24.3% | -22.1% | -2.3% | -3.8% |
| 6M | -39.3% | +3.2% | -42.5% | -39.5% |
| YTD | +99.4% | +24.1% | +75.3% | +70.8% |
| 1Y | +26.6% | +34.6% | -8.0% | +1.5% |
| 3Y | +1,616.9% | +90.0% | +1,527.0% | +967.3% |
| All | +1,616.9% | +91.1% | +1,525.8% | +967.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling