+114.0%
CSCO vs CAG
-40.6%
+154.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -0.5% | -5.3% | +4.8% | 0.0% |
| 30D | -10.1% | +1.0% | -11.1% | -10.3% |
| 3M | -11.7% | +17.4% | -29.1% | -13.7% |
| 6M | +40.1% | -16.8% | +56.9% | +44.7% |
| YTD | +43.8% | -6.8% | +50.6% | +45.0% |
| 1Y | +66.6% | -15.4% | +82.0% | +71.0% |
| 3Y | +108.5% | -37.1% | +145.6% | +124.2% |
| 5Y | +114.0% | -41.3% | +155.2% | +126.6% |
| All | +114.0% | -40.6% | +154.6% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling