+189,363.8%
CSCO vs BAC
+1,133.9%
+188,229.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -10.2% | -1.2% | -9.0% | -9.8% |
| 30D | -20.1% | -7.7% | -12.4% | -17.9% |
| 3M | -22.4% | -21.2% | -1.2% | -16.1% |
| 6M | +2.8% | -6.8% | +9.6% | +5.0% |
| YTD | +23.6% | -8.7% | +32.3% | +26.9% |
| 1Y | +34.0% | -5.3% | +39.3% | +35.9% |
| 3Y | +89.3% | +87.4% | +1.8% | +51.9% |
| 5Y | +87.9% | +18.9% | +68.9% | +71.9% |
| 10Y | +314.9% | +273.3% | +41.6% | +153.5% |
| All | +189,363.8% | +1,133.9% | +188,229.9% | +43,079.1% |
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