+40.5%
CSCO vs CAPR
+65.7%
-25.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.7% | +10.0% | +1.3% |
| 7D | +6.6% | +19.1% | -12.5% | +6.5% |
| 30D | -11.3% | +48.8% | -60.2% | -11.4% |
| 3M | -17.3% | +144.4% | -161.7% | -17.5% |
| 6M | +3.5% | -67.5% | +71.0% | +3.7% |
| YTD | +34.9% | -64.5% | +99.4% | +35.0% |
| 1Y | +40.5% | +74.4% | -34.0% | +39.6% |
| All | +40.5% | +65.7% | -25.2% | +39.6% |
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