+628.8%
CSCO vs CG
+281.3%
+347.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.2% |
| 3M | -22.4% | -18.2% | -4.2% | -18.5% |
| 6M | +2.8% | -20.7% | +23.5% | +8.4% |
| YTD | +23.6% | -31.4% | +55.0% | +34.4% |
| 1Y | +34.0% | -22.3% | +56.3% | +40.5% |
| 3Y | +89.3% | +50.2% | +39.1% | +58.3% |
| 5Y | +87.9% | -22.1% | +109.9% | +82.7% |
| 10Y | +314.9% | +295.5% | +19.4% | +154.3% |
| All | +628.8% | +281.3% | +347.4% | +332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling