+88.1%
CSCO vs CG
-22.2%
+110.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.1% |
| 3M | -22.4% | -18.2% | -4.2% | -18.9% |
| 6M | +2.8% | -20.7% | +23.5% | +7.9% |
| YTD | +23.6% | -31.4% | +55.0% | +33.5% |
| 1Y | +34.0% | -22.3% | +56.3% | +39.8% |
| 3Y | +89.3% | +50.2% | +39.1% | +58.4% |
| All | +88.1% | -22.2% | +110.3% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling