+89.3%
CSCO vs B
+165.5%
-76.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -10.2% | +9.6% | -19.8% | -11.0% |
| 30D | -20.1% | +3.5% | -23.6% | -20.3% |
| 3M | -22.4% | -1.6% | -20.8% | -22.4% |
| 6M | +2.8% | -1.7% | +4.5% | +2.4% |
| YTD | +23.6% | -5.3% | +28.9% | +23.4% |
| 1Y | +34.0% | +27.2% | +6.8% | +30.4% |
| 3Y | +89.3% | +166.1% | -76.9% | +71.5% |
| All | +89.3% | +165.5% | -76.2% | +71.5% |
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