+366.8%
CSCO vs ALL
+355.7%
+11.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.8% |
| 7D | -0.5% | -1.7% | +1.2% | 0.0% |
| 30D | -10.1% | -4.7% | -5.4% | -8.8% |
| 3M | -11.7% | +18.4% | -30.1% | -17.6% |
| 6M | +40.1% | +20.5% | +19.6% | +29.4% |
| YTD | +43.8% | +23.5% | +20.2% | +30.9% |
| 1Y | +66.6% | +29.0% | +37.6% | +48.6% |
| 3Y | +108.5% | +153.7% | -45.2% | +35.0% |
| 5Y | +114.0% | +114.8% | -0.8% | +44.9% |
| 10Y | +366.8% | +356.1% | +10.7% | +122.6% |
| All | +366.8% | +355.7% | +11.1% | +122.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling