+376.2%
CSCO vs CAG
-35.0%
+411.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -0.5% | -5.3% | +4.8% | +0.4% |
| 30D | -10.1% | +1.0% | -11.1% | -10.4% |
| 3M | -11.7% | +17.4% | -29.1% | -14.7% |
| 6M | +40.1% | -16.8% | +56.9% | +44.7% |
| YTD | +43.8% | -6.8% | +50.6% | +44.5% |
| 1Y | +66.6% | -15.4% | +82.0% | +70.7% |
| 3Y | +108.5% | -37.1% | +145.6% | +125.2% |
| 5Y | +114.0% | -41.3% | +155.2% | +133.8% |
| All | +376.2% | -35.0% | +411.2% | +390.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling