+220,352.3%
CSCO vs BN
+17,298.7%
+203,053.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.7% | -2.5% | +1.8% | +0.2% |
| 30D | -10.1% | -9.5% | -0.6% | -6.9% |
| 3M | -15.7% | -10.4% | -5.3% | -12.4% |
| 6M | +36.3% | -6.4% | +42.6% | +38.9% |
| YTD | +43.8% | -11.9% | +55.7% | +49.0% |
| 1Y | +63.9% | -8.6% | +72.6% | +66.8% |
| 3Y | +104.4% | +77.6% | +26.8% | +58.1% |
| 5Y | +111.4% | +37.0% | +74.3% | +75.8% |
| 10Y | +361.7% | +266.4% | +95.3% | +157.8% |
| All | +220,352.3% | +17,298.7% | +203,053.6% | +45,738.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 all: compounded portfolio wealth divided by compounded BN 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…
all analysis · Full analysis span regression · 6 months rolling