+105.9%
CSCO vs ALK
-31.3%
+137.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.8% | +6.1% | +2.1% |
| 7D | +6.6% | +0.9% | +5.7% | +6.4% |
| 30D | -11.3% | +3.3% | -14.6% | -12.0% |
| 3M | -17.3% | -17.6% | +0.2% | -14.8% |
| 6M | +3.5% | +0.8% | +2.7% | +2.0% |
| YTD | +34.9% | -22.4% | +57.2% | +38.3% |
| 1Y | +40.5% | -10.1% | +50.5% | +39.6% |
| 3Y | +109.3% | +14.0% | +95.3% | +89.1% |
| 5Y | +105.9% | -29.8% | +135.7% | +105.1% |
| All | +105.9% | -31.3% | +137.2% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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