+34.6%
CSCO vs CAPR
+43.1%
-8.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.6% | -2.0% |
| 7D | -10.2% | +41.1% | -51.3% | -10.3% |
| 30D | -20.1% | +11.1% | -31.2% | -20.1% |
| 3M | -22.1% | +115.3% | -137.4% | -22.2% |
| 6M | +3.2% | -73.8% | +77.0% | +3.4% |
| YTD | +24.1% | -68.8% | +92.9% | +24.3% |
| 1Y | +34.6% | +43.3% | -8.8% | +34.1% |
| All | +34.6% | +43.1% | -8.5% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling