+110.5%
CSCO vs CEG
+717.5%
-607.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -0.5% | +6.7% | -7.2% | -1.3% |
| 30D | -10.1% | +11.0% | -21.1% | -11.3% |
| 3M | -11.7% | +19.5% | -31.2% | -13.9% |
| 6M | +40.1% | -5.9% | +46.0% | +40.2% |
| YTD | +43.8% | -15.0% | +58.8% | +45.4% |
| 1Y | +66.6% | +0.6% | +66.0% | +63.6% |
| 3Y | +108.5% | +180.6% | -72.1% | +66.8% |
| All | +110.5% | +717.5% | -607.0% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 10y: compounded portfolio wealth divided by compounded CEG 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…
10y analysis · Full analysis span regression · 6 months rolling