+306.4%
CSCO vs CL
+74.1%
+232.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.2% |
| 7D | -10.2% | +1.3% | -11.5% | -10.7% |
| 30D | -20.1% | +11.4% | -31.4% | -23.4% |
| 3M | -22.1% | +4.4% | -26.5% | -23.6% |
| 6M | +3.2% | +10.8% | -7.6% | -1.8% |
| YTD | +24.1% | +25.1% | -1.0% | +11.1% |
| 1Y | +34.6% | +28.0% | +6.6% | +19.0% |
| 3Y | +90.0% | +37.6% | +52.4% | +56.4% |
| 5Y | +88.6% | +39.7% | +48.9% | +52.3% |
| All | +306.4% | +74.1% | +232.4% | +191.8% |
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