+220,352.3%
CSCO vs BAC
+1,464.9%
+218,887.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.7% | +1.1% | -1.8% | -1.0% |
| 30D | -10.1% | -0.4% | -9.7% | -10.0% |
| 3M | -15.7% | +16.9% | -32.6% | -19.9% |
| 6M | +36.3% | +26.6% | +9.7% | +25.9% |
| YTD | +43.8% | +15.8% | +28.0% | +36.7% |
| 1Y | +63.9% | +27.2% | +36.8% | +50.9% |
| 3Y | +104.4% | +132.4% | -28.1% | +52.7% |
| 5Y | +111.4% | +72.6% | +38.8% | +71.1% |
| 10Y | +361.7% | +389.7% | -28.1% | +158.3% |
| All | +220,352.3% | +1,464.9% | +218,887.4% | +46,403.5% |
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