+189,363.8%
CSCO vs BN
+17,793.3%
+171,570.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.6% |
| 7D | -10.2% | +5.3% | -15.5% | -12.0% |
| 30D | -20.1% | +11.9% | -32.0% | -23.5% |
| 3M | -22.4% | -5.7% | -16.6% | -21.0% |
| 6M | +2.8% | -10.6% | +13.4% | +6.6% |
| YTD | +23.6% | -9.4% | +33.0% | +26.4% |
| 1Y | +34.0% | -8.8% | +42.8% | +36.4% |
| 3Y | +89.3% | +95.6% | -6.4% | +41.5% |
| 5Y | +87.9% | +30.2% | +57.7% | +59.2% |
| 10Y | +314.9% | +277.0% | +37.9% | +128.7% |
| All | +189,363.8% | +17,793.3% | +171,570.5% | +38,786.3% |
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