+7,414.1%
CSCO vs ALB
+2,211.7%
+5,202.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | -2.9% | +9.5% | -12.4% | -5.4% |
| 30D | -16.7% | -2.1% | -14.6% | -16.3% |
| 3M | -18.4% | -24.1% | +5.7% | -12.9% |
| 6M | +2.9% | -51.0% | +53.9% | +22.5% |
| YTD | +30.4% | -29.3% | +59.8% | +37.9% |
| 1Y | +41.4% | +3.2% | +38.2% | +34.2% |
| 3Y | +104.7% | -9.3% | +114.0% | +80.7% |
| 5Y | +96.9% | -61.6% | +158.6% | +108.8% |
| 10Y | +321.5% | +40.8% | +280.7% | +156.5% |
| All | +7,414.1% | +2,211.7% | +5,202.4% | +1,757.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling