+113.3%
CSCO vs CAPR
+84.7%
+28.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.5% |
| 7D | -0.7% | -2.0% | +1.3% | -0.6% |
| 30D | -10.1% | +139.2% | -149.3% | -11.0% |
| 3M | -15.7% | -66.4% | +50.7% | -15.3% |
| 6M | +36.3% | -63.1% | +99.4% | +36.7% |
| YTD | +43.8% | -67.4% | +111.3% | +44.4% |
| 1Y | +63.9% | +58.2% | +5.7% | +57.5% |
| 3Y | +104.4% | +42.2% | +62.1% | +86.2% |
| All | +113.3% | +84.7% | +28.6% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling