+104.7%
CSCO vs CL
+39.1%
+65.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +5.2% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | -16.7% | +11.6% | -28.3% | -15.9% |
| 3M | -18.4% | +5.6% | -24.1% | -17.9% |
| 6M | +2.9% | +13.2% | -10.2% | +3.8% |
| YTD | +30.4% | +26.9% | +3.5% | +30.9% |
| 1Y | +41.4% | +27.3% | +14.0% | +41.8% |
| 3Y | +104.7% | +39.7% | +64.9% | +106.7% |
| All | +104.7% | +39.1% | +65.5% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling