+220,352.3%
CSCO vs B
+669.4%
+219,682.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.6% |
| 7D | -0.7% | -1.6% | +0.9% | -0.6% |
| 30D | -10.1% | +9.4% | -19.6% | -10.5% |
| 3M | -15.7% | +5.0% | -20.7% | -15.9% |
| 6M | +36.3% | -3.5% | +39.8% | +36.2% |
| YTD | +43.8% | +4.5% | +39.4% | +43.2% |
| 1Y | +63.9% | +67.8% | -3.8% | +59.8% |
| 3Y | +104.4% | +196.7% | -92.3% | +94.0% |
| 5Y | +111.4% | +151.9% | -40.6% | +101.1% |
| 10Y | +361.7% | +202.2% | +159.5% | +332.6% |
| All | +220,352.3% | +669.4% | +219,682.9% | +216,100.1% |
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