+63.9%
CSCO vs CB
+22.7%
+41.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | 0.0% |
| 7D | -0.7% | +0.5% | -1.2% | -0.5% |
| 30D | -10.1% | -3.1% | -7.0% | -10.8% |
| 3M | -15.7% | +9.0% | -24.6% | -13.2% |
| 6M | +36.3% | +2.9% | +33.4% | +38.3% |
| YTD | +43.8% | +10.1% | +33.7% | +48.5% |
| 1Y | +63.9% | +22.8% | +41.1% | +71.6% |
| All | +63.9% | +22.7% | +41.2% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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