+330.5%
CSCO vs ALL
+371.2%
-40.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | -2.8% | -2.6% | -0.2% | -1.9% |
| 30D | -12.6% | +12.7% | -25.4% | -16.4% |
| 3M | -16.0% | +0.4% | -16.4% | -16.5% |
| 6M | +2.8% | +23.8% | -20.9% | -6.0% |
| YTD | +33.2% | +27.8% | +5.4% | +19.5% |
| 1Y | +43.1% | +28.9% | +14.2% | +27.8% |
| 3Y | +106.7% | +113.9% | -7.2% | +45.0% |
| 5Y | +103.6% | +157.4% | -53.8% | +25.9% |
| 10Y | +330.5% | +369.0% | -38.5% | +111.2% |
| All | +330.5% | +371.2% | -40.7% | +111.2% |
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