+69.1%
CSCO vs BLK
-0.2%
+69.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.7% | +4.0% |
| 7D | +2.7% | -3.3% | +6.0% | +3.4% |
| 30D | -9.5% | -6.5% | -3.0% | -8.3% |
| 3M | -7.6% | +6.7% | -14.4% | -9.5% |
| 6M | +44.9% | +14.7% | +30.2% | +39.1% |
| YTD | +47.7% | +2.5% | +45.2% | +45.6% |
| 1Y | +69.1% | -2.8% | +71.9% | +69.4% |
| All | +69.1% | -0.2% | +69.3% | +69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling