+113.4%
CSCO vs BG
+88.4%
+25.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -1.1% | +3.7% | -4.8% | -1.6% |
| 30D | -10.8% | +12.3% | -23.1% | -12.2% |
| 3M | -9.2% | -2.2% | -7.0% | -9.1% |
| 6M | +39.5% | +5.3% | +34.2% | +38.1% |
| YTD | +41.5% | +42.4% | -0.9% | +34.1% |
| 1Y | +61.0% | +55.2% | +5.8% | +50.1% |
| 3Y | +105.2% | +21.0% | +84.2% | +97.3% |
| 5Y | +113.4% | +87.1% | +26.3% | +81.8% |
| All | +113.4% | +88.4% | +25.1% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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