+335.7%
CSCO vs A
+300.7%
+35.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.5% | +2.1% |
| 7D | +6.6% | +0.7% | +5.9% | +6.3% |
| 30D | -11.3% | +0.8% | -12.2% | -11.6% |
| 3M | -17.3% | +16.9% | -34.2% | -22.4% |
| 6M | +3.5% | +53.8% | -50.2% | -13.7% |
| YTD | +34.9% | +28.1% | +6.8% | +20.5% |
| 1Y | +40.5% | +15.0% | +25.4% | +31.0% |
| 3Y | +109.3% | +63.1% | +46.2% | +60.1% |
| 5Y | +105.9% | +11.5% | +94.4% | +84.1% |
| All | +335.7% | +300.7% | +35.0% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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