+11,202.0%
CSCO vs ALL
+3,667.9%
+7,534.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.0% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -10.1% | -1.5% | -8.6% | -9.9% |
| 3M | -15.7% | +23.6% | -39.3% | -22.8% |
| 6M | +36.3% | +22.3% | +13.9% | +25.0% |
| YTD | +43.8% | +26.5% | +17.3% | +29.6% |
| 1Y | +63.9% | +27.0% | +36.9% | +47.0% |
| 3Y | +104.4% | +149.6% | -45.2% | +38.2% |
| 5Y | +111.4% | +118.1% | -6.7% | +46.9% |
| 10Y | +361.7% | +369.0% | -7.3% | +134.7% |
| All | +11,202.0% | +3,667.9% | +7,534.1% | +2,520.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling