+7,020.9%
CSCO vs ALB
+2,214.8%
+4,806.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.2% |
| 7D | -10.2% | +9.1% | -19.3% | -12.4% |
| 30D | -20.1% | -3.4% | -16.6% | -19.5% |
| 3M | -22.4% | -20.6% | -1.8% | -18.1% |
| 6M | +2.8% | -48.2% | +51.0% | +20.5% |
| YTD | +23.6% | -29.2% | +52.8% | +30.7% |
| 1Y | +34.0% | +10.0% | +24.0% | +25.0% |
| 3Y | +89.3% | -12.9% | +102.2% | +69.1% |
| 5Y | +87.9% | -61.3% | +149.1% | +98.6% |
| 10Y | +314.9% | +35.8% | +279.1% | +155.5% |
| All | +7,020.9% | +2,214.8% | +4,806.1% | +1,659.3% |
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