+89.3%
CSCO vs CL
+38.3%
+51.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -2.1% |
| 7D | -10.2% | +1.3% | -11.5% | -10.1% |
| 30D | -20.1% | +11.4% | -31.4% | -19.4% |
| 3M | -22.4% | +4.4% | -26.8% | -21.9% |
| 6M | +2.8% | +10.8% | -8.0% | +3.6% |
| YTD | +23.6% | +25.1% | -1.5% | +23.9% |
| 1Y | +34.0% | +28.0% | +6.1% | +34.1% |
| 3Y | +89.3% | +37.6% | +51.6% | +89.9% |
| All | +89.3% | +38.3% | +51.0% | +89.9% |
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