+308.5%
CSCO vs CB
+250.2%
+58.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.1% | -7.3% | -6.6% |
| 7D | +1.9% | +2.9% | -1.0% | +0.8% |
| 30D | -15.8% | +7.3% | -23.1% | -18.1% |
| 3M | -15.4% | +9.4% | -24.8% | -18.4% |
| 6M | -5.4% | +19.6% | -25.0% | -12.4% |
| YTD | +26.5% | +21.5% | +5.0% | +15.8% |
| 1Y | +25.9% | +28.0% | -2.1% | +12.7% |
| 3Y | +97.5% | +74.9% | +22.7% | +52.0% |
| 5Y | +93.0% | +108.1% | -15.1% | +35.5% |
| All | +308.5% | +250.2% | +58.3% | +118.1% |
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