+113.3%
CSCO vs CI
+42.7%
+70.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -0.7% | +1.3% | -2.0% | -0.9% |
| 30D | -10.1% | +4.4% | -14.6% | -10.7% |
| 3M | -15.7% | +0.7% | -16.3% | -16.0% |
| 6M | +36.3% | +0.3% | +35.9% | +35.6% |
| YTD | +43.8% | +3.8% | +40.0% | +42.3% |
| 1Y | +63.9% | -5.5% | +69.4% | +63.9% |
| 3Y | +104.4% | +8.1% | +96.2% | +93.1% |
| All | +113.3% | +42.7% | +70.6% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling