+10,368.9%
CSCO vs ALL
+3,705.7%
+6,663.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | -2.8% | -2.6% | -0.2% | -1.8% |
| 30D | -12.6% | +12.7% | -25.4% | -16.6% |
| 3M | -16.0% | +0.4% | -16.4% | -16.7% |
| 6M | +2.8% | +23.8% | -20.9% | -6.3% |
| YTD | +33.2% | +27.8% | +5.4% | +19.1% |
| 1Y | +43.1% | +28.9% | +14.2% | +27.4% |
| 3Y | +106.7% | +113.9% | -7.2% | +48.2% |
| 5Y | +103.6% | +157.4% | -53.8% | +32.3% |
| 10Y | +330.5% | +369.0% | -38.5% | +118.0% |
| All | +10,368.9% | +3,705.7% | +6,663.2% | +2,308.1% |
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 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