+8,185.6%
CSCO vs ALB
+2,835.3%
+5,350.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +5.0% | +1.7% |
| 7D | -0.7% | -8.1% | +7.4% | +1.5% |
| 30D | -10.1% | +6.3% | -16.4% | -11.9% |
| 3M | -15.7% | -23.6% | +7.9% | -10.2% |
| 6M | +36.3% | -24.6% | +60.9% | +43.7% |
| YTD | +43.8% | -10.3% | +54.1% | +43.4% |
| 1Y | +63.9% | +61.5% | +2.5% | +36.5% |
| 3Y | +104.4% | -34.0% | +138.3% | +99.7% |
| 5Y | +111.4% | -44.6% | +155.9% | +101.7% |
| 10Y | +361.7% | +76.1% | +285.6% | +165.6% |
| All | +8,185.6% | +2,835.3% | +5,350.3% | +1,830.2% |
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