+108.1%
CSCO vs CAG
-36.4%
+144.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -0.7% | -3.8% | +3.1% | -0.7% |
| 30D | -10.1% | +3.1% | -13.3% | -10.1% |
| 3M | -15.7% | +23.5% | -39.2% | -15.9% |
| 6M | +36.3% | -14.8% | +51.1% | +38.7% |
| YTD | +43.8% | -5.4% | +49.3% | +45.1% |
| 1Y | +63.9% | -11.8% | +75.7% | +66.1% |
| All | +108.1% | -36.4% | +144.5% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling