+741.1%
CSCO vs BG
+1,131.5%
-390.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -0.7% | +2.8% | -3.5% | -1.4% |
| 30D | -10.1% | +12.0% | -22.2% | -12.7% |
| 3M | -15.7% | -7.7% | -8.0% | -14.4% |
| 6M | +36.3% | +4.5% | +31.8% | +33.9% |
| YTD | +43.8% | +35.7% | +8.1% | +32.5% |
| 1Y | +63.9% | +50.1% | +13.9% | +46.5% |
| 3Y | +104.4% | +12.6% | +91.7% | +92.8% |
| 5Y | +111.4% | +75.4% | +35.9% | +74.2% |
| 10Y | +361.7% | +150.5% | +211.2% | +227.2% |
| All | +741.1% | +1,131.5% | -390.4% | +250.9% |
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