+114.0%
CSCO vs A
-14.2%
+128.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.6% |
| 7D | -0.5% | -2.1% | +1.5% | 0.0% |
| 30D | -10.1% | +0.6% | -10.7% | -10.3% |
| 3M | -11.7% | +10.9% | -22.6% | -14.3% |
| 6M | +40.1% | +28.2% | +11.9% | +29.9% |
| YTD | +43.8% | +8.6% | +35.2% | +39.6% |
| 1Y | +66.6% | +15.5% | +51.1% | +58.1% |
| 3Y | +108.5% | +31.8% | +76.7% | +84.1% |
| 5Y | +114.0% | -14.9% | +128.8% | +104.3% |
| All | +114.0% | -14.2% | +128.2% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling