+90.9%
CSCO vs CEG
+654.8%
-563.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.5% | -5.3% | +3.7% |
| 7D | -2.9% | +7.3% | -10.2% | -3.9% |
| 30D | -16.7% | -7.4% | -9.3% | -15.9% |
| 3M | -18.4% | +2.5% | -20.9% | -18.9% |
| 6M | +2.9% | -8.8% | +11.7% | +3.5% |
| YTD | +30.4% | -21.5% | +51.9% | +33.0% |
| 1Y | +41.4% | -22.5% | +63.9% | +44.1% |
| 3Y | +104.7% | +133.3% | -28.7% | +68.7% |
| All | +90.9% | +654.8% | -563.8% | +38.3% |
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