+39.4%
CSCO vs CB
+28.8%
+10.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | 0.0% |
| 7D | -4.7% | +0.7% | -5.4% | -4.4% |
| 30D | -17.1% | +8.2% | -25.3% | -14.8% |
| 3M | -19.6% | +6.3% | -25.9% | -17.8% |
| 6M | +2.4% | +16.2% | -13.8% | +8.4% |
| YTD | +29.8% | +19.3% | +10.4% | +38.9% |
| All | +39.4% | +28.8% | +10.6% | +51.0% |
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