+190,098.3%
CSCO vs CAG
+683.3%
+189,415.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.5% |
| 7D | -10.2% | +5.8% | -16.0% | -11.6% |
| 30D | -20.1% | +16.4% | -36.4% | -23.4% |
| 3M | -22.1% | +3.8% | -25.9% | -23.4% |
| 6M | +3.2% | +10.8% | -7.6% | -0.9% |
| YTD | +24.1% | -5.8% | +29.9% | +23.5% |
| 1Y | +34.6% | -2.4% | +36.9% | +32.5% |
| 3Y | +90.0% | -33.4% | +123.4% | +103.8% |
| 5Y | +88.6% | -39.4% | +128.0% | +106.0% |
| 10Y | +316.5% | -37.5% | +354.0% | +331.1% |
| All | +190,098.3% | +683.3% | +189,415.0% | +74,310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling