+335.7%
CSCO vs CAPR
-63.2%
+398.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.7% | +10.0% | +1.3% |
| 7D | +6.6% | +19.1% | -12.5% | +6.3% |
| 30D | -11.3% | +48.8% | -60.2% | -11.8% |
| 3M | -17.3% | +144.4% | -161.7% | -18.4% |
| 6M | +3.5% | -67.5% | +71.0% | +3.9% |
| YTD | +34.9% | -64.5% | +99.4% | +35.1% |
| 1Y | +40.5% | +74.4% | -34.0% | +34.5% |
| 3Y | +109.3% | +265.7% | -156.5% | +94.0% |
| 5Y | +105.9% | +196.0% | -90.1% | +89.9% |
| All | +335.7% | -63.2% | +398.9% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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