+484.0%
CSCO vs BB
+325.9%
+158.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -4.7% | +11.6% | -16.3% | -6.7% |
| 30D | -17.1% | +2.6% | -19.7% | -17.8% |
| 3M | -19.6% | +3.5% | -23.1% | -20.8% |
| 6M | +2.4% | +43.5% | -41.1% | -6.7% |
| YTD | +29.8% | +141.2% | -111.4% | +6.2% |
| 1Y | +38.7% | +97.4% | -58.7% | +17.5% |
| 3Y | +101.3% | +151.1% | -49.8% | +53.3% |
| 5Y | +94.8% | -12.8% | +107.6% | +73.1% |
| 10Y | +324.2% | +27.5% | +296.7% | +178.8% |
| All | +484.0% | +325.9% | +158.1% | +65.7% |
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