+189,363.8%
CSCO vs CI
+9,718.4%
+179,645.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.7% | -1.3% |
| 7D | -10.2% | -1.6% | -8.6% | -9.8% |
| 30D | -20.1% | +5.4% | -25.5% | -21.3% |
| 3M | -22.4% | +7.3% | -29.6% | -24.0% |
| 6M | +2.8% | +5.3% | -2.5% | +0.5% |
| YTD | +23.6% | +8.5% | +15.1% | +19.7% |
| 1Y | +34.0% | +17.1% | +16.9% | +27.0% |
| 3Y | +89.3% | +1.4% | +87.8% | +80.6% |
| 5Y | +87.9% | +50.5% | +37.4% | +58.7% |
| 10Y | +314.9% | +168.5% | +146.4% | +189.1% |
| All | +189,363.8% | +9,718.4% | +179,645.4% | +26,962.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling