+377.3%
CSCO vs CG
+324.5%
+52.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.4% |
| 7D | 0.0% | -6.4% | +6.4% | +1.9% |
| 30D | -10.7% | -7.1% | -3.7% | -9.2% |
| 3M | -8.7% | -1.6% | -7.2% | -9.0% |
| 6M | +44.9% | -8.3% | +53.2% | +47.0% |
| YTD | +44.1% | -23.8% | +67.9% | +53.5% |
| 1Y | +65.9% | -28.7% | +94.6% | +79.3% |
| 3Y | +109.0% | +49.2% | +59.8% | +71.1% |
| 5Y | +114.8% | +5.5% | +109.2% | +88.4% |
| 10Y | +377.3% | +331.2% | +46.1% | +161.0% |
| All | +377.3% | +324.5% | +52.9% | +161.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling