+34.6%
CSCO vs B
+25.9%
+8.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -10.2% | +9.6% | -19.8% | -11.1% |
| 30D | -20.1% | +3.5% | -23.6% | -20.3% |
| 3M | -22.1% | -1.6% | -20.5% | -22.1% |
| 6M | +3.2% | -1.7% | +4.9% | +2.6% |
| YTD | +24.1% | -5.3% | +29.4% | +24.7% |
| 1Y | +34.6% | +27.2% | +7.3% | +33.4% |
| All | +34.6% | +25.9% | +8.7% | +33.4% |
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