+467.9%
CSCO vs BR
+1,481.8%
-1,014.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.5% |
| 7D | +1.9% | +1.1% | +0.8% | +1.4% |
| 30D | -15.8% | +14.4% | -30.2% | -21.2% |
| 3M | -15.4% | +12.4% | -27.8% | -20.6% |
| 6M | -5.4% | +35.4% | -40.8% | -19.4% |
| YTD | +26.5% | -12.2% | +38.6% | +30.6% |
| 1Y | +25.9% | -12.7% | +38.6% | +30.3% |
| 3Y | +97.5% | +14.3% | +83.3% | +76.2% |
| 5Y | +93.0% | +19.3% | +73.7% | +65.1% |
| 10Y | +308.6% | +278.1% | +30.5% | +92.6% |
| All | +467.9% | +1,481.8% | -1,014.0% | +27.1% |
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 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