+737.9%
BE vs CSCO
+200.6%
+537.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.7% | +10.3% | +10.7% |
| 7D | +4.5% | -2.8% | +7.3% | +8.2% |
| 30D | -20.1% | -12.6% | -7.5% | -9.4% |
| 3M | -0.8% | -16.0% | +15.2% | +15.9% |
| 6M | -26.2% | +2.8% | -29.1% | -26.4% |
| YTD | +141.1% | +33.2% | +107.8% | +97.0% |
| 1Y | +64.8% | +43.1% | +21.7% | +27.2% |
| 3Y | +1,887.4% | +106.7% | +1,780.7% | +1,066.1% |
| 5Y | +518.1% | +103.6% | +414.5% | +261.8% |
| All | +737.9% | +200.6% | +537.2% | +290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling