+89.3%
CSCO vs CG
+47.3%
+41.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -10.2% | -1.2% | -9.0% | -9.9% |
| 30D | -20.1% | +5.0% | -25.1% | -20.8% |
| 3M | -22.4% | -18.2% | -4.2% | -19.4% |
| 6M | +2.8% | -20.7% | +23.5% | +7.2% |
| YTD | +23.6% | -31.4% | +55.0% | +32.3% |
| 1Y | +34.0% | -22.3% | +56.3% | +38.9% |
| 3Y | +89.3% | +50.2% | +39.1% | +50.0% |
| All | +89.3% | +47.3% | +41.9% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling