+104.6%
CSCO vs BLK
+63.3%
+41.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -1.1% | -5.2% | +4.1% | +0.7% |
| 30D | -10.8% | -7.0% | -3.7% | -8.6% |
| 3M | -9.2% | +5.7% | -14.9% | -11.7% |
| 6M | +39.5% | +11.0% | +28.5% | +32.9% |
| YTD | +41.5% | +0.9% | +40.6% | +39.4% |
| 1Y | +61.0% | -1.6% | +62.6% | +59.6% |
| All | +104.6% | +63.3% | +41.3% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling