+45.9%
CSCO vs BR
-14.2%
+60.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +1.1% |
| 7D | -6.1% | +7.0% | -13.0% | -5.0% |
| 30D | -8.2% | +19.0% | -27.2% | -5.8% |
| 3M | -14.6% | +13.1% | -27.7% | -12.8% |
| 6M | +12.7% | +24.6% | -11.9% | +16.7% |
| YTD | +37.0% | -13.6% | +50.6% | +44.3% |
| 1Y | +45.9% | -13.1% | +59.0% | +51.1% |
| All | +45.9% | -14.2% | +60.2% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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