+61.0%
CSCO vs BB
+101.1%
-40.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.5% |
| 7D | -1.1% | -2.1% | +1.0% | -0.8% |
| 30D | -10.8% | -16.0% | +5.2% | -9.0% |
| 3M | -9.2% | -14.5% | +5.3% | -7.9% |
| 6M | +39.5% | +118.6% | -79.0% | +30.0% |
| YTD | +41.5% | +98.9% | -57.4% | +32.2% |
| 1Y | +61.0% | +99.5% | -38.5% | +50.8% |
| All | +61.0% | +101.1% | -40.1% | +50.8% |
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 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