+91.5%
CSCO vs ALB
-64.0%
+155.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.9% | -6.1% |
| 7D | +1.9% | -5.8% | +7.7% | +2.6% |
| 30D | -15.8% | -4.5% | -11.3% | -15.4% |
| 3M | -15.4% | -28.1% | +12.7% | -12.2% |
| 6M | -5.4% | -53.2% | +47.8% | +3.0% |
| YTD | +26.5% | -33.3% | +59.8% | +30.8% |
| 1Y | +25.9% | -17.4% | +43.3% | +26.7% |
| 3Y | +97.5% | -14.1% | +111.7% | +87.0% |
| All | +91.5% | -64.0% | +155.5% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling