+287.4%
CSCO vs A
+457.0%
-169.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | -0.7% | -1.9% | +1.3% | +0.1% |
| 30D | -10.1% | +6.9% | -17.0% | -12.7% |
| 3M | -15.7% | +9.2% | -24.9% | -19.1% |
| 6M | +36.3% | +25.7% | +10.6% | +21.8% |
| YTD | +43.8% | +11.5% | +32.3% | +34.8% |
| 1Y | +63.9% | +18.4% | +45.6% | +49.0% |
| 3Y | +104.4% | +26.6% | +77.7% | +74.6% |
| 5Y | +111.4% | -12.8% | +124.2% | +105.7% |
| 10Y | +361.7% | +247.2% | +114.5% | +145.1% |
| All | +287.4% | +457.0% | -169.7% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling