+321.5%
CSCO vs B
+183.2%
+138.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.2% | +0.9% | +4.8% |
| 7D | -2.9% | +11.3% | -14.2% | -3.7% |
| 30D | -16.7% | +2.9% | -19.6% | -16.9% |
| 3M | -18.4% | -2.9% | -15.6% | -18.4% |
| 6M | +2.9% | -1.2% | +4.1% | +2.6% |
| YTD | +30.4% | -1.3% | +31.8% | +29.8% |
| 1Y | +41.4% | +30.4% | +11.0% | +37.8% |
| 3Y | +104.7% | +195.3% | -90.6% | +86.8% |
| 5Y | +96.9% | +146.2% | -49.3% | +80.3% |
| 10Y | +321.5% | +200.5% | +121.0% | +287.7% |
| All | +321.5% | +183.2% | +138.2% | +287.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling