+105.9%
CSCO vs C
+112.9%
-7.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | +6.6% | +4.7% | +1.8% | +4.8% |
| 30D | -11.3% | +0.2% | -11.5% | -11.3% |
| 3M | -17.3% | -9.3% | -8.0% | -14.5% |
| 6M | +3.5% | -0.8% | +4.4% | +3.6% |
| YTD | +34.9% | +8.5% | +26.4% | +30.2% |
| 1Y | +40.5% | +23.1% | +17.4% | +29.6% |
| 3Y | +109.3% | +220.8% | -111.5% | +37.0% |
| 5Y | +105.9% | +112.4% | -6.5% | +50.3% |
| All | +105.9% | +112.9% | -7.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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