+204,102.2%
CSCO vs BAC
+1,165.1%
+202,937.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -2.8% | -1.9% | -0.9% | -2.1% |
| 30D | -12.6% | -7.2% | -5.5% | -10.5% |
| 3M | -16.0% | -20.4% | +4.4% | -9.5% |
| 6M | +2.8% | +1.3% | +1.6% | +2.3% |
| YTD | +33.2% | -6.4% | +39.6% | +35.7% |
| 1Y | +43.1% | -3.5% | +46.6% | +44.3% |
| 3Y | +106.7% | +96.7% | +10.0% | +63.4% |
| 5Y | +103.6% | +20.6% | +83.0% | +85.5% |
| 10Y | +330.5% | +233.0% | +97.5% | +172.7% |
| All | +204,102.2% | +1,165.1% | +202,937.2% | +46,072.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling