+117.4%
CSCO vs BBY
-1.7%
+119.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | 0.0% | +1.2% | -1.2% | -0.3% |
| 30D | -10.7% | +6.8% | -17.5% | -12.1% |
| 3M | -8.7% | +18.7% | -27.5% | -12.4% |
| 6M | +44.9% | +37.3% | +7.6% | +33.7% |
| YTD | +44.1% | +35.3% | +8.8% | +33.1% |
| 1Y | +65.9% | +20.7% | +45.2% | +56.8% |
| 3Y | +109.0% | +39.4% | +69.6% | +83.5% |
| All | +117.4% | -1.7% | +119.1% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling