+226,267.3%
CSCO vs BNY
+8,388.2%
+217,879.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.3% |
| 7D | +2.7% | -1.3% | +4.0% | +3.2% |
| 30D | -9.5% | -0.2% | -9.3% | -9.5% |
| 3M | -7.6% | +14.9% | -22.5% | -13.1% |
| 6M | +44.9% | +40.0% | +4.9% | +25.6% |
| YTD | +47.7% | +42.0% | +5.7% | +27.3% |
| 1Y | +69.1% | +56.9% | +12.2% | +39.7% |
| 3Y | +113.5% | +289.9% | -176.3% | +20.4% |
| 5Y | +122.8% | +259.2% | -136.4% | +27.1% |
| 10Y | +389.1% | +413.3% | -24.2% | +130.6% |
| All | +226,267.3% | +8,388.2% | +217,879.1% | +28,673.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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