+377.3%
CSCO vs BB
+2.1%
+375.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.4% |
| 7D | 0.0% | +1.8% | -1.9% | -0.3% |
| 30D | -10.7% | -12.2% | +1.5% | -9.4% |
| 3M | -8.7% | -12.3% | +3.6% | -8.0% |
| 6M | +44.9% | +122.7% | -77.8% | +29.0% |
| YTD | +44.1% | +104.5% | -60.4% | +29.6% |
| 1Y | +65.9% | +106.7% | -40.8% | +48.1% |
| 3Y | +109.0% | +70.0% | +39.1% | +84.1% |
| 5Y | +114.8% | -27.8% | +142.5% | +104.1% |
| 10Y | +377.3% | +2.4% | +375.0% | +250.8% |
| All | +377.3% | +2.1% | +375.2% | +250.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling