+110.7%
CSCO vs ALB
-13.2%
+123.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +6.6% | -3.6% | +10.1% | +7.0% |
| 30D | -11.3% | -2.9% | -8.5% | -11.1% |
| 3M | -17.3% | -25.8% | +8.5% | -14.8% |
| 6M | +3.5% | -53.6% | +57.1% | +12.1% |
| YTD | +34.9% | -32.4% | +67.3% | +38.9% |
| 1Y | +40.5% | -13.0% | +53.5% | +40.5% |
| All | +110.7% | -13.2% | +123.9% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling