+114.0%
CSCO vs CCL
0.0%
+113.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -10.1% | -20.0% | +9.9% | -7.3% |
| 3M | -11.7% | -13.7% | +1.9% | -10.2% |
| 6M | +40.1% | -9.0% | +49.1% | +40.7% |
| YTD | +43.8% | -22.8% | +66.6% | +47.4% |
| 1Y | +66.6% | -25.3% | +91.9% | +71.1% |
| 3Y | +108.5% | +54.1% | +54.4% | +89.1% |
| 5Y | +114.0% | +3.5% | +110.5% | +94.3% |
| All | +114.0% | 0.0% | +113.9% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CCL 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling