+63.9%
CSCO vs CI
-4.0%
+67.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | -0.7% | +1.3% | -2.0% | -0.7% |
| 30D | -10.1% | +4.4% | -14.6% | -10.1% |
| 3M | -15.7% | +0.7% | -16.3% | -15.6% |
| 6M | +36.3% | +0.3% | +35.9% | +35.8% |
| YTD | +43.8% | +3.8% | +40.0% | +43.6% |
| 1Y | +63.9% | -5.5% | +69.4% | +62.5% |
| All | +63.9% | -4.0% | +67.9% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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