+220,352.3%
CSCO vs BEN
+4,813.4%
+215,539.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -1.0% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -10.1% | -0.5% | -9.6% | -10.0% |
| 3M | -15.7% | +9.7% | -25.4% | -19.3% |
| 6M | +36.3% | +33.9% | +2.4% | +19.2% |
| YTD | +43.8% | +49.0% | -5.1% | +19.8% |
| 1Y | +63.9% | +42.1% | +21.8% | +38.7% |
| 3Y | +104.4% | +51.9% | +52.5% | +62.0% |
| 5Y | +111.4% | +39.0% | +72.3% | +68.0% |
| 10Y | +361.7% | +57.9% | +303.8% | +218.2% |
| All | +220,352.3% | +4,813.4% | +215,539.0% | +28,739.1% |
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