+45.9%
CSCO vs B
+27.8%
+18.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.3% | -7.7% | -0.2% |
| 7D | -6.1% | +1.1% | -7.2% | -6.2% |
| 30D | -8.2% | +0.3% | -8.5% | -8.2% |
| 3M | -14.6% | +5.4% | -20.0% | -15.2% |
| 6M | +12.7% | +5.5% | +7.2% | +11.2% |
| YTD | +37.0% | -6.3% | +43.3% | +37.7% |
| 1Y | +45.9% | +29.4% | +16.6% | +44.1% |
| All | +45.9% | +27.8% | +18.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling