+306.4%
CSCO vs CAPR
-68.5%
+374.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.6% | -2.0% |
| 7D | -10.2% | +41.1% | -51.3% | -10.6% |
| 30D | -20.1% | +11.1% | -31.2% | -20.2% |
| 3M | -22.1% | +115.3% | -137.4% | -22.9% |
| 6M | +3.2% | -73.8% | +77.0% | +3.9% |
| YTD | +24.1% | -68.8% | +92.9% | +24.5% |
| 1Y | +34.6% | +43.3% | -8.8% | +29.2% |
| 3Y | +90.0% | +214.7% | -124.7% | +76.6% |
| 5Y | +88.6% | +141.3% | -52.7% | +74.5% |
| All | +306.4% | -68.5% | +374.9% | +265.1% |
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