+308.5%
CSCO vs CL
+88.0%
+220.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.8% | -8.1% | -6.9% |
| 7D | +1.9% | +3.2% | -1.3% | +0.7% |
| 30D | -15.8% | +8.0% | -23.9% | -18.4% |
| 3M | -15.4% | +7.9% | -23.3% | -18.0% |
| 6M | -5.4% | +14.7% | -20.1% | -11.2% |
| YTD | +26.5% | +29.2% | -2.7% | +11.9% |
| 1Y | +25.9% | +29.5% | -3.6% | +11.0% |
| 3Y | +97.5% | +40.7% | +56.9% | +61.4% |
| 5Y | +93.0% | +43.9% | +49.2% | +54.1% |
| All | +308.5% | +88.0% | +220.5% | +184.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling