+206,635.6%
CSCO vs CI
+9,808.0%
+196,827.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.7% |
| 7D | +6.6% | -1.7% | +8.3% | +7.0% |
| 30D | -11.3% | +4.9% | -16.2% | -12.6% |
| 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% | +30.3% |
| 1Y | +40.5% | +12.0% | +28.5% | +34.7% |
| 3Y | +109.3% | +7.1% | +102.2% | +96.7% |
| 5Y | +105.9% | +49.3% | +56.5% | +74.3% |
| 10Y | +335.8% | +146.6% | +189.2% | +210.6% |
| All | +206,635.6% | +9,808.0% | +196,827.6% | +29,352.7% |
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