+101.3%
CSCO vs B
+179.8%
-78.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.1% |
| 7D | -4.7% | +7.1% | -11.8% | -5.3% |
| 30D | -17.1% | -3.3% | -13.8% | -16.9% |
| 3M | -19.6% | -2.5% | -17.1% | -19.6% |
| 6M | +2.4% | -7.2% | +9.6% | +2.5% |
| YTD | +29.8% | -7.4% | +37.1% | +29.8% |
| 1Y | +38.7% | +16.4% | +22.2% | +35.9% |
| 3Y | +101.3% | +178.7% | -77.4% | +85.4% |
| All | +101.3% | +179.8% | -78.5% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling