+113.3%
CSCO vs BP
+128.1%
-14.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.7% | +3.9% | -4.6% | -1.4% |
| 30D | -10.1% | +7.6% | -17.7% | -11.4% |
| 3M | -15.7% | +0.7% | -16.4% | -16.0% |
| 6M | +36.3% | +15.5% | +20.8% | +31.6% |
| YTD | +43.8% | +30.8% | +13.0% | +35.3% |
| 1Y | +63.9% | +34.3% | +29.6% | +53.0% |
| 3Y | +104.4% | +35.1% | +69.3% | +88.1% |
| All | +113.3% | +128.1% | -14.8% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling