+88.1%
CSCO vs ALL
+143.1%
-55.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.2% |
| 7D | -10.2% | -1.9% | -8.3% | -9.9% |
| 30D | -20.1% | +13.8% | -33.8% | -21.8% |
| 3M | -22.4% | -7.0% | -15.4% | -21.5% |
| 6M | +2.8% | +18.0% | -15.2% | -0.9% |
| YTD | +23.6% | +24.2% | -0.6% | +17.5% |
| 1Y | +34.0% | +31.2% | +2.9% | +25.6% |
| 3Y | +89.3% | +107.5% | -18.3% | +55.9% |
| All | +88.1% | +143.1% | -55.0% | +45.1% |
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