+45.9%
CSCO vs BBY
+33.0%
+12.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | +0.7% |
| 7D | -6.1% | +4.5% | -10.6% | -5.9% |
| 30D | -8.2% | +16.0% | -24.1% | -7.9% |
| 3M | -14.6% | +18.6% | -33.2% | -14.2% |
| 6M | +12.7% | +80.1% | -67.4% | +9.6% |
| YTD | +37.0% | +57.4% | -20.4% | +35.7% |
| 1Y | +45.9% | +34.5% | +11.4% | +44.7% |
| All | +45.9% | +33.0% | +12.9% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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