+112.7%
CSCO vs BKR
+174.4%
-61.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.7% | +4.8% | -0.5% |
| 7D | -1.1% | -6.7% | +5.6% | +0.3% |
| 30D | -10.8% | -8.3% | -2.4% | -9.3% |
| 3M | -9.2% | -5.4% | -3.8% | -8.4% |
| 6M | +39.5% | +0.8% | +38.7% | +38.8% |
| YTD | +41.5% | +31.8% | +9.7% | +33.3% |
| 1Y | +61.0% | +28.6% | +32.4% | +51.9% |
| 3Y | +105.2% | +71.2% | +34.0% | +81.7% |
| All | +112.7% | +174.4% | -61.7% | +66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling