+335.7%
CSCO vs CI
+145.6%
+190.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.7% |
| 7D | +6.6% | -1.7% | +8.3% | +7.1% |
| 30D | -11.3% | +4.9% | -16.2% | -12.7% |
| 3M | -17.3% | +7.4% | -24.7% | -19.2% |
| 6M | +3.5% | +0.4% | +3.1% | +2.5% |
| YTD | +34.9% | +9.5% | +25.4% | +29.9% |
| 1Y | +40.5% | +12.0% | +28.5% | +34.3% |
| 3Y | +109.3% | +7.1% | +102.2% | +94.5% |
| 5Y | +105.9% | +49.3% | +56.5% | +66.0% |
| All | +335.7% | +145.6% | +190.1% | +216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling