+376.2%
CSCO vs CG
+342.2%
+34.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.6% |
| 7D | -0.5% | -1.3% | +0.7% | -0.2% |
| 30D | -10.1% | -3.2% | -6.9% | -9.6% |
| 3M | -11.7% | +6.2% | -18.0% | -14.0% |
| 6M | +40.1% | -4.7% | +44.8% | +40.6% |
| YTD | +43.8% | -20.6% | +64.4% | +51.4% |
| 1Y | +66.6% | -26.4% | +93.0% | +78.5% |
| 3Y | +108.5% | +55.4% | +53.1% | +68.8% |
| 5Y | +114.0% | +9.8% | +104.1% | +85.6% |
| All | +376.2% | +342.2% | +34.0% | +157.3% |
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