+545.9%
CSCO vs BR
+1,321.0%
-775.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +2.1% |
| 7D | -0.7% | -5.3% | +4.6% | +1.8% |
| 30D | -10.1% | +6.4% | -16.6% | -13.0% |
| 3M | -15.7% | +13.6% | -29.3% | -21.4% |
| 6M | +36.3% | -6.7% | +43.0% | +38.3% |
| YTD | +43.8% | -21.1% | +64.9% | +57.1% |
| 1Y | +63.9% | -29.6% | +93.5% | +89.0% |
| 3Y | +104.4% | -2.4% | +106.7% | +97.5% |
| 5Y | +111.4% | +11.2% | +100.1% | +87.3% |
| 10Y | +361.7% | +191.8% | +169.9% | +147.1% |
| All | +545.9% | +1,321.0% | -775.1% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling