+220,352.3%
CSCO vs C
+1,289.8%
+219,062.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.7% | +3.6% | -4.3% | -1.9% |
| 30D | -10.1% | +0.1% | -10.2% | -10.2% |
| 3M | -15.7% | +2.4% | -18.1% | -16.5% |
| 6M | +36.3% | +24.9% | +11.3% | +26.0% |
| YTD | +43.8% | +19.8% | +24.0% | +34.7% |
| 1Y | +63.9% | +44.9% | +19.1% | +43.8% |
| 3Y | +104.4% | +263.0% | -158.6% | +29.8% |
| 5Y | +111.4% | +129.5% | -18.2% | +53.4% |
| 10Y | +361.7% | +291.6% | +70.1% | +164.8% |
| All | +220,352.3% | +1,289.8% | +219,062.5% | +43,403.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling