+377.3%
CSCO vs BP
+132.0%
+245.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.2% |
| 7D | 0.0% | +4.0% | -4.0% | -1.1% |
| 30D | -10.7% | +7.8% | -18.6% | -12.6% |
| 3M | -8.7% | +8.4% | -17.1% | -11.1% |
| 6M | +44.9% | +15.1% | +29.9% | +38.3% |
| YTD | +44.1% | +36.4% | +7.7% | +31.0% |
| 1Y | +65.9% | +40.9% | +25.0% | +48.9% |
| 3Y | +109.0% | +38.8% | +70.2% | +85.6% |
| 5Y | +114.8% | +141.1% | -26.3% | +56.7% |
| 10Y | +377.3% | +133.9% | +243.4% | +263.1% |
| All | +377.3% | +132.0% | +245.3% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling