+361.1%
CSCO vs BA
+75.3%
+285.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.7% | +1.2% | -1.8% | -0.9% |
| 30D | -10.1% | -11.6% | +1.5% | -7.7% |
| 3M | -15.7% | -2.4% | -13.3% | -15.5% |
| 6M | +36.3% | -6.6% | +42.9% | +37.1% |
| YTD | +43.8% | -2.2% | +46.1% | +42.9% |
| 1Y | +63.9% | -8.0% | +72.0% | +64.6% |
| 3Y | +104.4% | -5.0% | +109.3% | +98.5% |
| 5Y | +111.4% | -2.7% | +114.1% | +97.9% |
| All | +361.1% | +75.3% | +285.8% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling