+45.9%
CSCO vs ALL
+42.7%
+3.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +1.2% |
| 7D | -6.1% | +7.5% | -13.6% | -4.6% |
| 30D | -8.2% | +19.7% | -27.9% | -4.8% |
| 3M | -14.6% | +2.9% | -17.5% | -13.6% |
| 6M | +12.7% | +23.5% | -10.8% | +19.6% |
| YTD | +37.0% | +31.1% | +5.9% | +46.6% |
| 1Y | +45.9% | +40.5% | +5.5% | +56.4% |
| All | +45.9% | +42.7% | +3.2% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling