+321.5%
CSCO vs BP
+132.1%
+189.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | -2.9% | -6.9% | +4.0% | -1.1% |
| 30D | -16.7% | -3.6% | -13.1% | -16.0% |
| 3M | -18.4% | +8.4% | -26.9% | -20.5% |
| 6M | +2.9% | +5.3% | -2.4% | +0.7% |
| YTD | +30.4% | +33.2% | -2.7% | +19.0% |
| 1Y | +41.4% | +28.2% | +13.2% | +30.1% |
| 3Y | +104.7% | +49.2% | +55.4% | +77.7% |
| 5Y | +96.9% | +102.9% | -5.9% | +51.8% |
| 10Y | +321.5% | +127.7% | +193.8% | +234.1% |
| All | +321.5% | +132.1% | +189.3% | +234.1% |
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