+113.3%
CSCO vs CB
+99.7%
+13.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.5% | +1.0% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -10.1% | -3.1% | -7.0% | -9.5% |
| 3M | -15.7% | +9.0% | -24.6% | -18.0% |
| 6M | +36.3% | +2.9% | +33.4% | +34.7% |
| YTD | +43.8% | +10.1% | +33.7% | +38.8% |
| 1Y | +63.9% | +22.8% | +41.1% | +52.3% |
| 3Y | +104.4% | +73.8% | +30.6% | +63.3% |
| All | +113.3% | +99.7% | +13.6% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling