+379.9%
CSCO vs BLK
+283.5%
+96.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.7% | +3.6% |
| 7D | +2.7% | -3.3% | +6.0% | +4.4% |
| 30D | -9.5% | -6.5% | -3.0% | -6.7% |
| 3M | -7.6% | +6.7% | -14.4% | -11.3% |
| 6M | +44.9% | +14.7% | +30.2% | +33.8% |
| YTD | +47.7% | +2.5% | +45.2% | +43.6% |
| 1Y | +69.1% | -2.8% | +71.9% | +68.3% |
| 3Y | +113.5% | +65.9% | +47.7% | +58.3% |
| 5Y | +122.8% | +33.0% | +89.8% | +80.9% |
| All | +379.9% | +283.5% | +96.4% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling