+306.4%
CSCO vs BAC
+266.4%
+40.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -10.2% | -1.2% | -9.0% | -9.7% |
| 30D | -20.1% | -7.7% | -12.4% | -17.4% |
| 3M | -22.1% | -21.2% | -0.9% | -14.1% |
| 6M | +3.2% | -6.8% | +10.0% | +6.0% |
| YTD | +24.1% | -8.7% | +32.8% | +28.2% |
| 1Y | +34.6% | -5.3% | +39.8% | +36.8% |
| 3Y | +90.0% | +87.4% | +2.5% | +42.6% |
| 5Y | +88.6% | +18.9% | +69.7% | +68.0% |
| All | +306.4% | +266.4% | +40.0% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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