+204,102.2%
CSCO vs B
+571.6%
+203,530.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.2% | +2.7% |
| 7D | -2.8% | -2.7% | -0.1% | -2.6% |
| 30D | -12.6% | -4.3% | -8.3% | -12.5% |
| 3M | -16.0% | -2.3% | -13.7% | -16.0% |
| 6M | +2.8% | -16.2% | +19.1% | +3.4% |
| YTD | +33.2% | -8.8% | +42.1% | +33.3% |
| 1Y | +43.1% | +11.4% | +31.8% | +42.0% |
| 3Y | +106.7% | +174.3% | -67.6% | +96.9% |
| 5Y | +103.6% | +116.2% | -12.6% | +94.9% |
| 10Y | +330.5% | +222.7% | +107.7% | +303.2% |
| All | +204,102.2% | +571.6% | +203,530.6% | +201,216.9% |
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