+11,609.9%
CSCO vs CB
+7,037.7%
+4,572.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -10.2% | +0.2% | -10.4% | -10.3% |
| 30D | -20.1% | +9.1% | -29.1% | -22.6% |
| 3M | -22.4% | +3.4% | -25.8% | -23.5% |
| 6M | +2.8% | +14.1% | -11.3% | -2.7% |
| YTD | +23.6% | +18.0% | +5.6% | +15.1% |
| 1Y | +34.0% | +30.1% | +3.9% | +20.4% |
| 3Y | +89.3% | +71.8% | +17.5% | +51.8% |
| 5Y | +87.9% | +101.8% | -14.0% | +40.9% |
| 10Y | +314.9% | +252.1% | +62.8% | +147.3% |
| All | +11,609.9% | +7,037.7% | +4,572.2% | +2,729.1% |
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