+94.7%
CSCO vs BEN
+66.6%
+28.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.7% | -3.2% |
| 7D | -10.2% | +6.6% | -16.8% | -11.7% |
| 30D | -20.1% | +3.8% | -23.9% | -20.9% |
| 3M | -22.1% | +0.2% | -22.3% | -22.2% |
| 6M | +3.2% | +10.4% | -7.3% | +0.3% |
| YTD | +24.1% | +46.2% | -22.1% | +11.6% |
| 1Y | +34.6% | +52.3% | -17.7% | +19.6% |
| All | +94.7% | +66.6% | +28.1% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling