+39.4%
CSCO vs CB
+28.5%
+10.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.0% |
| 7D | -2.9% | -1.5% | -1.4% | -3.4% |
| 30D | -16.7% | +6.5% | -23.2% | -14.8% |
| 3M | -18.4% | +4.1% | -22.5% | -17.2% |
| 6M | +2.9% | +14.4% | -11.5% | +8.5% |
| YTD | +30.4% | +17.5% | +12.9% | +39.0% |
| All | +39.4% | +28.5% | +10.9% | +50.5% |
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