+45.9%
CSCO vs BB
+88.0%
-42.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.0% | -6.3% | -0.4% |
| 7D | -6.1% | -6.8% | +0.8% | -5.2% |
| 30D | -8.2% | -3.5% | -4.6% | -7.9% |
| 3M | -14.6% | -1.2% | -13.3% | -14.8% |
| 6M | +12.7% | +57.0% | -44.3% | +7.3% |
| YTD | +37.0% | +131.1% | -94.1% | +25.0% |
| 1Y | +45.9% | +87.6% | -41.7% | +33.3% |
| All | +45.9% | +88.0% | -42.1% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling