+9,613.3%
CSCO vs ALL
+3,598.8%
+6,014.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -0.3% |
| 7D | -10.2% | -1.9% | -8.3% | -9.6% |
| 30D | -20.1% | +13.8% | -33.8% | -24.0% |
| 3M | -22.4% | -7.0% | -15.4% | -20.7% |
| 6M | +2.8% | +18.0% | -15.2% | -4.7% |
| YTD | +23.6% | +24.2% | -0.6% | +11.7% |
| 1Y | +34.0% | +31.2% | +2.9% | +18.5% |
| 3Y | +89.3% | +107.5% | -18.3% | +37.2% |
| 5Y | +87.9% | +144.8% | -57.0% | +24.4% |
| 10Y | +314.9% | +375.8% | -60.9% | +108.9% |
| All | +9,613.3% | +3,598.8% | +6,014.5% | +2,158.5% |
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