+646.4%
CSCO vs BAH
+1,056.2%
-409.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.5% | -1.0% |
| 7D | -10.2% | -3.5% | -6.7% | -9.5% |
| 30D | -20.1% | +24.3% | -44.3% | -24.1% |
| 3M | -22.4% | +16.3% | -38.7% | -25.4% |
| 6M | +2.8% | +13.6% | -10.8% | -1.4% |
| YTD | +23.6% | +3.5% | +20.1% | +19.8% |
| 1Y | +34.0% | +2.7% | +31.3% | +29.9% |
| 3Y | +89.3% | -26.6% | +115.8% | +92.1% |
| 5Y | +87.9% | +8.5% | +79.3% | +65.8% |
| 10Y | +314.9% | +225.1% | +89.8% | +167.2% |
| All | +646.4% | +1,056.2% | -409.8% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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