+743.1%
CSCO vs AGG
+98.1%
+645.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -10.1% | -0.4% | -9.7% | -10.2% |
| 3M | -15.7% | -0.7% | -15.0% | -15.9% |
| 6M | +36.3% | -1.5% | +37.8% | +35.6% |
| YTD | +43.8% | -0.3% | +44.1% | +43.7% |
| 1Y | +63.9% | +1.3% | +62.6% | +64.6% |
| 3Y | +104.4% | +13.2% | +91.1% | +112.5% |
| 5Y | +111.4% | -1.4% | +112.8% | +104.2% |
| 10Y | +361.7% | +14.9% | +346.8% | +393.5% |
| All | +743.1% | +98.1% | +645.1% | +1,064.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling