+232.9%
CSCO vs A
+546.2%
-313.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.7% |
| 7D | -10.2% | -0.1% | -10.1% | -10.1% |
| 30D | -20.1% | +3.4% | -23.4% | -21.1% |
| 3M | -22.4% | +23.8% | -46.2% | -29.2% |
| 6M | +2.8% | +49.0% | -46.2% | -14.2% |
| YTD | +23.6% | +29.4% | -5.8% | +8.8% |
| 1Y | +34.0% | +19.4% | +14.7% | +21.7% |
| 3Y | +89.3% | +66.2% | +23.1% | +44.6% |
| 5Y | +87.9% | +15.8% | +72.1% | +62.3% |
| 10Y | +314.9% | +326.1% | -11.2% | +102.4% |
| All | +232.9% | +546.2% | -313.3% | +6.7% |
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