+639.5%
CSCO vs BG
+954.5%
-315.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -6.6% |
| 7D | +1.9% | +2.6% | -0.7% | +1.3% |
| 30D | -15.8% | -6.7% | -9.2% | -14.5% |
| 3M | -15.4% | -9.3% | -6.1% | -13.8% |
| 6M | -5.4% | -18.3% | +12.9% | -1.5% |
| YTD | +26.5% | +16.2% | +10.3% | +20.5% |
| 1Y | +25.9% | +7.6% | +18.3% | +22.1% |
| 3Y | +97.5% | +6.6% | +91.0% | +88.3% |
| 5Y | +93.0% | +22.2% | +70.8% | +73.8% |
| 10Y | +308.6% | +112.0% | +196.6% | +201.4% |
| All | +639.5% | +954.5% | -315.0% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling