+39.4%
CSCO vs ALL
+29.9%
+9.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | 0.0% |
| 7D | -4.7% | -0.1% | -4.5% | -4.6% |
| 30D | -17.1% | +13.8% | -30.9% | -14.9% |
| 3M | -19.6% | -2.8% | -16.8% | -19.6% |
| 6M | +2.4% | +23.7% | -21.3% | +8.5% |
| YTD | +29.8% | +27.3% | +2.5% | +37.9% |
| All | +39.4% | +29.9% | +9.5% | +49.3% |
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