+93.0%
CSCO vs BA
-11.9%
+105.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.5% | -5.1% | -7.3% |
| 7D | -11.9% | -0.1% | -11.8% | -11.8% |
| 30D | -18.8% | -9.1% | -9.7% | -17.9% |
| 3M | -21.2% | -28.2% | +7.0% | -17.8% |
| 6M | +1.9% | -23.1% | +25.0% | +4.8% |
| YTD | +26.1% | -20.6% | +46.6% | +28.4% |
| 1Y | +34.7% | -12.7% | +47.4% | +34.7% |
| All | +93.0% | -11.9% | +105.0% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling