+63.9%
CSCO vs ALB
+60.9%
+3.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +1.0% |
| 7D | -0.7% | -8.1% | +7.4% | +0.1% |
| 30D | -10.1% | +6.3% | -16.4% | -10.8% |
| 3M | -15.7% | -23.6% | +7.9% | -13.7% |
| 6M | +36.3% | -24.6% | +60.9% | +37.9% |
| YTD | +43.8% | -10.3% | +54.1% | +43.6% |
| 1Y | +63.9% | +61.5% | +2.5% | +62.5% |
| All | +63.9% | +60.9% | +3.0% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling