+438.5%
CSCO vs CAPR
-99.1%
+537.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.6% | -2.0% |
| 7D | -10.2% | +41.1% | -51.3% | -10.5% |
| 30D | -20.1% | +11.1% | -31.2% | -20.2% |
| 3M | -22.4% | +115.3% | -137.7% | -23.0% |
| 6M | +2.8% | -73.8% | +76.6% | +3.3% |
| YTD | +23.6% | -68.8% | +92.4% | +23.9% |
| 1Y | +34.0% | +43.3% | -9.3% | +30.0% |
| 3Y | +89.3% | +214.7% | -125.4% | +80.0% |
| 5Y | +87.9% | +141.3% | -53.4% | +78.2% |
| 10Y | +314.9% | -67.0% | +381.9% | +284.9% |
| All | +438.5% | -99.1% | +537.6% | +382.5% |
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