+526.6%
CSCO vs CAPR
-99.1%
+625.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.9% |
| 3M | -15.7% | -66.4% | +50.7% | -15.4% |
| 6M | +36.3% | -63.1% | +99.4% | +36.6% |
| YTD | +43.8% | -67.4% | +111.3% | +44.2% |
| 1Y | +63.9% | +58.2% | +5.7% | +58.8% |
| 3Y | +104.4% | +42.2% | +62.1% | +95.8% |
| 5Y | +111.4% | +87.3% | +24.1% | +101.0% |
| 10Y | +361.7% | -75.3% | +436.9% | +329.0% |
| All | +526.6% | -99.1% | +625.7% | +461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling