+65.9%
CSCO vs BP
+39.3%
+26.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | +0.1% |
| 7D | 0.0% | +4.0% | -4.0% | -0.3% |
| 30D | -10.7% | +7.8% | -18.6% | -11.3% |
| 3M | -8.7% | +8.4% | -17.1% | -9.1% |
| 6M | +44.9% | +15.1% | +29.9% | +42.5% |
| YTD | +44.1% | +36.4% | +7.7% | +40.3% |
| 1Y | +65.9% | +40.9% | +25.0% | +60.7% |
| All | +65.9% | +39.3% | +26.6% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling