+45.9%
CSCO vs CG
-14.1%
+60.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.3% |
| 7D | -6.1% | +9.4% | -15.5% | -6.6% |
| 30D | -8.2% | +8.7% | -16.9% | -8.6% |
| 3M | -14.6% | -15.0% | +0.4% | -13.0% |
| 6M | +12.7% | -13.2% | +25.9% | +14.4% |
| YTD | +37.0% | -26.2% | +63.1% | +40.6% |
| 1Y | +45.9% | -14.1% | +60.0% | +48.1% |
| All | +45.9% | -14.1% | +60.0% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling