+113.3%
CSCO vs CG
+10.1%
+103.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.9% |
| 7D | -0.7% | -4.3% | +3.7% | +0.4% |
| 30D | -10.1% | -5.1% | -5.0% | -9.2% |
| 3M | -15.7% | +8.7% | -24.4% | -17.9% |
| 6M | +36.3% | -9.2% | +45.5% | +38.4% |
| YTD | +43.8% | -18.9% | +62.7% | +49.5% |
| 1Y | +63.9% | -25.6% | +89.6% | +73.6% |
| 3Y | +104.4% | +57.3% | +47.1% | +70.5% |
| All | +113.3% | +10.1% | +103.2% | +81.6% |
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