+547.3%
CSCO vs BB
+258.8%
+288.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.7% | -5.6% | +5.0% | +0.4% |
| 30D | -10.1% | -11.8% | +1.7% | -8.2% |
| 3M | -15.7% | -25.5% | +9.8% | -12.0% |
| 6M | +36.3% | +121.3% | -85.0% | +14.1% |
| YTD | +43.8% | +103.2% | -59.3% | +22.3% |
| 1Y | +63.9% | +102.6% | -38.7% | +38.3% |
| 3Y | +104.4% | +37.5% | +66.9% | +74.2% |
| 5Y | +111.4% | -30.4% | +141.8% | +96.1% |
| 10Y | +361.7% | 0.0% | +361.7% | +219.8% |
| All | +547.3% | +258.8% | +288.4% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling