+122.0%
CSCO vs AGG
-2.6%
+124.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +2.7% | -1.1% | +3.7% | +3.0% |
| 30D | -9.5% | -1.1% | -8.3% | -9.2% |
| 3M | -7.6% | -1.9% | -5.7% | -7.1% |
| 6M | +44.9% | -1.7% | +46.6% | +45.6% |
| YTD | +47.7% | -1.3% | +49.0% | +48.2% |
| 1Y | +69.1% | -0.7% | +69.8% | +69.4% |
| 3Y | +113.5% | +12.5% | +101.0% | +104.5% |
| All | +122.0% | -2.6% | +124.5% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling