+66.6%
CSCO vs CI
-8.5%
+75.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | 0.0% |
| 7D | -0.5% | -2.6% | +2.0% | -0.5% |
| 30D | -10.1% | -2.4% | -7.7% | -10.1% |
| 3M | -11.7% | -4.8% | -7.0% | -11.5% |
| 6M | +40.1% | +2.1% | +38.0% | +39.3% |
| YTD | +43.8% | +1.4% | +42.4% | +43.6% |
| 1Y | +66.6% | -6.8% | +73.4% | +65.9% |
| All | +66.6% | -8.5% | +75.1% | +65.9% |
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