+39.4%
CSCO vs CG
-18.0%
+57.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.6% | -1.5% | +4.3% |
| 7D | -2.9% | +3.0% | -6.0% | -3.2% |
| 30D | -16.7% | +10.1% | -26.8% | -17.2% |
| 3M | -18.4% | -10.8% | -7.6% | -17.6% |
| 6M | +2.9% | -15.2% | +18.2% | +4.7% |
| YTD | +30.4% | -26.9% | +57.3% | +34.0% |
| All | +39.4% | -18.0% | +57.4% | +42.0% |
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 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