+198,812.8%
CSCO vs BEN
+5,086.4%
+193,726.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.0% |
| 7D | -4.7% | +12.1% | -16.8% | -9.3% |
| 30D | -17.1% | +13.4% | -30.5% | -21.6% |
| 3M | -19.6% | +9.4% | -29.0% | -22.9% |
| 6M | +2.4% | +19.3% | -16.8% | -5.6% |
| YTD | +29.8% | +57.3% | -27.5% | +5.4% |
| 1Y | +38.7% | +69.1% | -30.4% | +8.9% |
| 3Y | +101.3% | +85.6% | +15.7% | +46.4% |
| 5Y | +94.8% | +32.9% | +61.9% | +59.0% |
| 10Y | +324.2% | +58.3% | +265.9% | +193.5% |
| All | +198,812.8% | +5,086.4% | +193,726.3% | +25,278.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling