+377.3%
CSCO vs A
+236.6%
+140.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.8% |
| 7D | 0.0% | -4.4% | +4.4% | +1.7% |
| 30D | -10.7% | -2.7% | -8.1% | -10.0% |
| 3M | -8.7% | +7.0% | -15.8% | -11.6% |
| 6M | +44.9% | +24.6% | +20.3% | +30.7% |
| YTD | +44.1% | +7.0% | +37.1% | +38.1% |
| 1Y | +65.9% | +15.6% | +50.3% | +52.9% |
| 3Y | +109.0% | +29.9% | +79.1% | +75.2% |
| 5Y | +114.8% | -15.4% | +130.1% | +116.7% |
| 10Y | +377.3% | +248.9% | +128.5% | +140.6% |
| All | +377.3% | +236.6% | +140.7% | +140.6% |
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