+32.6%
CSCO vs ALL
+29.4%
+3.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -2.7% |
| 7D | -10.2% | -1.9% | -8.3% | -10.4% |
| 30D | -20.1% | +13.8% | -33.8% | -18.0% |
| 3M | -22.1% | -7.0% | -15.1% | -22.7% |
| 6M | +3.2% | +18.0% | -14.8% | +8.5% |
| YTD | +24.1% | +24.2% | -0.1% | +31.4% |
| All | +32.6% | +29.4% | +3.2% | +40.8% |
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