+304.8%
CSCO vs CB
+248.0%
+56.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -10.2% | +0.2% | -10.4% | -10.3% |
| 30D | -20.1% | +9.1% | -29.1% | -22.7% |
| 3M | -22.4% | +3.4% | -25.8% | -23.6% |
| 6M | +2.8% | +14.1% | -11.3% | -3.1% |
| YTD | +23.6% | +18.0% | +5.6% | +14.4% |
| 1Y | +34.0% | +30.1% | +3.9% | +19.0% |
| 3Y | +89.3% | +71.8% | +17.5% | +46.5% |
| 5Y | +87.9% | +101.8% | -14.0% | +33.4% |
| All | +304.8% | +248.0% | +56.9% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling