+91.6%
CSCO vs BA
-20.8%
+112.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.5% | -5.1% | -7.2% |
| 7D | -11.9% | -0.1% | -11.8% | -11.8% |
| 30D | -18.8% | -9.1% | -9.7% | -17.6% |
| 3M | -21.2% | -28.2% | +7.0% | -16.8% |
| 6M | +1.9% | -23.1% | +25.0% | +5.7% |
| YTD | +26.1% | -20.6% | +46.6% | +29.5% |
| 1Y | +34.7% | -12.7% | +47.4% | +35.6% |
| 3Y | +94.0% | -11.6% | +105.6% | +88.9% |
| 5Y | +91.6% | -23.1% | +114.7% | +83.2% |
| All | +91.6% | -20.8% | +112.4% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling