+335.7%
CSCO vs CG
+274.5%
+61.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +2.5% |
| 7D | +6.6% | -1.5% | +8.1% | +7.0% |
| 30D | -11.3% | +5.7% | -17.0% | -12.9% |
| 3M | -17.3% | -17.9% | +0.5% | -13.0% |
| 6M | +3.5% | -20.2% | +23.7% | +9.4% |
| YTD | +34.9% | -32.0% | +66.9% | +48.1% |
| 1Y | +40.5% | -27.0% | +67.5% | +50.6% |
| 3Y | +109.3% | +42.8% | +66.5% | +72.9% |
| 5Y | +105.9% | -23.4% | +129.3% | +101.3% |
| All | +335.7% | +274.5% | +61.1% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling