+80.9%
CSCO vs CEG
+583.3%
-502.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.5% |
| 7D | -10.2% | -4.7% | -5.5% | -9.7% |
| 30D | -20.1% | -16.6% | -3.5% | -18.2% |
| 3M | -22.4% | -4.1% | -18.2% | -22.1% |
| 6M | +2.8% | -22.3% | +25.1% | +5.6% |
| YTD | +23.6% | -28.9% | +52.5% | +27.8% |
| 1Y | +34.0% | -28.5% | +62.5% | +38.1% |
| 3Y | +89.3% | +104.3% | -15.0% | +59.2% |
| All | +80.9% | +583.3% | -502.4% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling