+330.5%
CSCO vs CL
+83.5%
+246.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | -12.6% | +9.5% | -22.2% | -15.7% |
| 3M | -16.0% | +6.8% | -22.8% | -18.3% |
| 6M | +2.8% | +14.3% | -11.4% | -3.3% |
| YTD | +33.2% | +26.3% | +7.0% | +18.9% |
| 1Y | +43.1% | +25.6% | +17.6% | +27.8% |
| 3Y | +106.7% | +38.5% | +68.2% | +69.8% |
| 5Y | +103.6% | +40.7% | +62.9% | +63.9% |
| 10Y | +330.5% | +83.1% | +247.4% | +205.7% |
| All | +330.5% | +83.5% | +246.9% | +205.7% |
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