+190,098.3%
CSCO vs BP
+1,246.0%
+188,852.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -10.2% | -11.6% | +1.4% | -6.3% |
| 30D | -20.1% | 0.0% | -20.1% | -20.3% |
| 3M | -22.1% | +6.7% | -28.8% | -24.2% |
| 6M | +3.2% | +2.2% | +1.0% | +1.3% |
| YTD | +24.1% | +33.0% | -8.9% | +10.3% |
| 1Y | +34.6% | +30.7% | +3.8% | +20.0% |
| 3Y | +90.0% | +44.2% | +45.8% | +60.4% |
| 5Y | +88.6% | +105.1% | -16.6% | +35.2% |
| 10Y | +316.5% | +133.5% | +183.0% | +162.7% |
| All | +190,098.3% | +1,246.0% | +188,852.3% | +56,797.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling