+63.9%
CSCO vs BKR
+42.5%
+21.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -0.7% | +1.7% | -2.4% | -1.0% |
| 30D | -10.1% | +3.3% | -13.5% | -10.7% |
| 3M | -15.7% | -3.6% | -12.1% | -15.4% |
| 6M | +36.3% | +5.0% | +31.2% | +35.0% |
| YTD | +43.8% | +40.9% | +2.9% | +37.6% |
| 1Y | +63.9% | +39.2% | +24.7% | +57.7% |
| All | +63.9% | +42.5% | +21.5% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling