+206,635.5%
CSCO vs CAG
+647.8%
+205,987.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.7% |
| 7D | +6.6% | -6.2% | +12.8% | +8.2% |
| 30D | -11.3% | +7.4% | -18.8% | -13.3% |
| 3M | -17.3% | -1.6% | -15.7% | -17.6% |
| 6M | +3.5% | +6.3% | -2.8% | +0.4% |
| YTD | +34.9% | -10.1% | +45.0% | +35.7% |
| 1Y | +40.5% | -10.2% | +50.7% | +41.3% |
| 3Y | +109.3% | -37.3% | +146.6% | +127.8% |
| 5Y | +105.9% | -41.6% | +147.5% | +126.7% |
| 10Y | +335.8% | -38.1% | +373.9% | +351.9% |
| All | +206,635.5% | +647.8% | +205,987.7% | +81,671.0% |
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