+102.7%
CSCO vs CB
+71.0%
+31.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.5% |
| 7D | -4.7% | +0.7% | -5.4% | -4.7% |
| 30D | -17.1% | +8.2% | -25.3% | -17.1% |
| 3M | -19.6% | +6.3% | -25.9% | -19.6% |
| 6M | +2.4% | +16.2% | -13.8% | +1.8% |
| YTD | +29.8% | +19.3% | +10.4% | +28.3% |
| 1Y | +38.7% | +29.2% | +9.4% | +35.3% |
| All | +102.7% | +71.0% | +31.7% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling