+220,352.3%
CSCO vs CI
+9,296.0%
+211,056.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -0.7% | +1.3% | -2.0% | -1.0% |
| 30D | -10.1% | +4.4% | -14.6% | -11.2% |
| 3M | -15.7% | +0.7% | -16.3% | -16.2% |
| 6M | +36.3% | +0.3% | +35.9% | +35.1% |
| YTD | +43.8% | +3.8% | +40.0% | +41.2% |
| 1Y | +63.9% | -5.5% | +69.4% | +63.5% |
| 3Y | +104.4% | +8.1% | +96.2% | +91.7% |
| 5Y | +111.4% | +42.8% | +68.5% | +81.4% |
| 10Y | +361.7% | +143.9% | +217.8% | +230.4% |
| All | +220,352.3% | +9,296.0% | +211,056.3% | +31,836.3% |
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