+206,635.5%
CSCO vs B
+550.6%
+206,084.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.4% | +1.4% |
| 7D | +6.6% | -6.2% | +12.8% | +6.9% |
| 30D | -11.3% | -6.6% | -4.7% | -11.1% |
| 3M | -17.3% | -7.9% | -9.5% | -17.1% |
| 6M | +3.5% | -16.8% | +20.3% | +4.1% |
| YTD | +34.9% | -11.7% | +46.6% | +35.1% |
| 1Y | +40.5% | +3.5% | +37.0% | +39.8% |
| 3Y | +109.3% | +165.7% | -56.5% | +99.6% |
| 5Y | +105.9% | +108.4% | -2.5% | +97.4% |
| 10Y | +335.8% | +212.7% | +123.2% | +308.7% |
| All | +206,635.5% | +550.6% | +206,084.9% | +203,982.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling