+91.5%
CSCO vs ALL
+161.6%
-70.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.3% |
| 7D | +1.9% | +5.0% | -3.1% | +1.1% |
| 30D | -15.8% | +13.3% | -29.2% | -17.6% |
| 3M | -15.4% | +3.2% | -18.6% | -15.9% |
| 6M | -5.4% | +25.3% | -30.7% | -9.7% |
| YTD | +26.5% | +30.5% | -4.0% | +19.2% |
| 1Y | +25.9% | +29.2% | -3.3% | +18.9% |
| 3Y | +97.5% | +119.1% | -21.6% | +61.0% |
| All | +91.5% | +161.6% | -70.1% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling