+308.5%
CSCO vs A
+302.9%
+5.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.5% |
| 7D | +1.9% | -0.5% | +2.4% | +2.1% |
| 30D | -15.8% | 0.0% | -15.8% | -15.8% |
| 3M | -15.4% | +16.7% | -32.1% | -20.5% |
| 6M | -5.4% | +54.8% | -60.2% | -21.3% |
| YTD | +26.5% | +28.8% | -2.3% | +12.7% |
| 1Y | +25.9% | +19.3% | +6.6% | +15.7% |
| 3Y | +97.5% | +65.5% | +32.0% | +50.2% |
| 5Y | +93.0% | +12.1% | +81.0% | +72.2% |
| All | +308.5% | +302.9% | +5.6% | +98.2% |
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