+89.3%
CSCO vs BP
+42.8%
+46.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -10.2% | -11.6% | +1.4% | -8.5% |
| 30D | -20.1% | 0.0% | -20.1% | -20.2% |
| 3M | -22.4% | +6.7% | -29.1% | -23.4% |
| 6M | +2.8% | +2.2% | +0.6% | +2.1% |
| YTD | +23.6% | +33.0% | -9.4% | +15.8% |
| 1Y | +34.0% | +30.7% | +3.3% | +25.8% |
| 3Y | +89.3% | +44.2% | +45.1% | +72.3% |
| All | +89.3% | +42.8% | +46.5% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling