-21.2%
CSCO vs B
+1.2%
-22.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.5% | -8.1% | -7.7% |
| 7D | -11.9% | +4.3% | -16.2% | -12.1% |
| 30D | -18.8% | -0.9% | -17.9% | -18.6% |
| 3M | -21.2% | -1.4% | -19.9% | -21.3% |
| All | -21.2% | +1.2% | -22.5% | -21.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling