+742.9%
CSCO vs AGG
+97.9%
+645.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | -0.1% |
| 7D | -0.5% | +0.1% | -0.7% | -0.5% |
| 30D | -10.1% | -0.4% | -9.7% | -10.2% |
| 3M | -11.7% | -0.3% | -11.5% | -11.8% |
| 6M | +40.1% | -1.2% | +41.3% | +39.6% |
| YTD | +43.8% | -0.4% | +44.1% | +43.7% |
| 1Y | +66.6% | +0.4% | +66.2% | +66.8% |
| 3Y | +108.5% | +13.4% | +95.1% | +116.9% |
| 5Y | +114.0% | -1.4% | +115.4% | +106.8% |
| 10Y | +366.8% | +14.8% | +352.0% | +399.2% |
| All | +742.9% | +97.9% | +645.0% | +1,063.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AGG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling