+108.1%
CSCO vs BP
+33.3%
+74.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -0.7% | +3.9% | -4.6% | -1.3% |
| 30D | -10.1% | +7.6% | -17.7% | -11.3% |
| 3M | -15.7% | +0.7% | -16.4% | -15.8% |
| 6M | +36.3% | +15.5% | +20.8% | +31.7% |
| YTD | +43.8% | +30.8% | +13.0% | +35.5% |
| 1Y | +63.9% | +34.3% | +29.6% | +53.1% |
| All | +108.1% | +33.3% | +74.8% | +90.5% |
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