+12,193.9%
CSCO vs CB
+7,117.7%
+5,076.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.1% |
| 7D | -4.7% | +0.7% | -5.4% | -4.9% |
| 30D | -17.1% | +8.2% | -25.3% | -19.5% |
| 3M | -19.6% | +6.3% | -25.9% | -21.6% |
| 6M | +2.4% | +16.2% | -13.8% | -3.7% |
| YTD | +29.8% | +19.3% | +10.4% | +20.4% |
| 1Y | +38.7% | +29.2% | +9.4% | +24.9% |
| 3Y | +101.3% | +71.4% | +29.9% | +61.6% |
| 5Y | +94.8% | +104.2% | -9.4% | +45.5% |
| 10Y | +324.2% | +246.7% | +77.6% | +154.1% |
| All | +12,193.9% | +7,117.7% | +5,076.2% | +2,858.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling