+108.1%
CSCO vs A
+30.8%
+77.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -0.7% | -1.9% | +1.3% | -0.3% |
| 30D | -10.1% | +6.9% | -17.0% | -11.3% |
| 3M | -15.7% | +9.2% | -24.9% | -17.2% |
| 6M | +36.3% | +25.7% | +10.6% | +29.6% |
| YTD | +43.8% | +11.5% | +32.3% | +40.4% |
| 1Y | +63.9% | +18.4% | +45.6% | +57.1% |
| All | +108.1% | +30.8% | +77.3% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling