+458.4%
CSCO vs BB
+307.3%
+151.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.8% |
| 7D | -10.2% | +3.8% | -14.0% | -10.9% |
| 30D | -20.1% | -0.3% | -19.7% | -20.3% |
| 3M | -22.1% | -0.5% | -21.6% | -22.7% |
| 6M | +3.2% | +45.9% | -42.7% | -6.3% |
| YTD | +24.1% | +130.6% | -106.5% | +2.4% |
| 1Y | +34.6% | +89.2% | -54.6% | +14.9% |
| 3Y | +90.0% | +137.5% | -47.5% | +46.1% |
| 5Y | +88.6% | -20.9% | +109.5% | +70.6% |
| 10Y | +316.5% | +25.4% | +291.1% | +174.3% |
| All | +458.4% | +307.3% | +151.1% | +59.8% |
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