-16.6%
CSCO vs CBRS
-68.9%
+52.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +11.2% | -17.5% | -7.6% |
| 7D | +1.9% | +21.2% | -19.3% | -0.7% |
| 30D | -15.8% | -23.2% | +7.3% | -13.7% |
| 3M | -15.4% | -52.9% | +37.6% | -8.7% |
| All | -16.6% | -68.9% | +52.4% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 CBRS 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