+251.3%
CSCO vs A
+566.3%
-315.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +3.8% |
| 7D | -2.9% | +4.8% | -7.7% | -4.7% |
| 30D | -16.7% | +5.6% | -22.3% | -18.5% |
| 3M | -18.4% | +23.6% | -42.1% | -25.5% |
| 6M | +2.9% | +56.4% | -53.4% | -15.7% |
| YTD | +30.4% | +33.4% | -3.0% | +13.4% |
| 1Y | +41.4% | +23.7% | +17.7% | +26.5% |
| 3Y | +104.7% | +71.0% | +33.7% | +54.6% |
| 5Y | +96.9% | +16.8% | +80.1% | +69.7% |
| 10Y | +321.5% | +323.8% | -2.3% | +106.2% |
| All | +251.3% | +566.3% | -315.0% | +11.2% |
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