+106.4%
CSCO vs CL
+30.5%
+76.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.5% |
| 7D | -0.7% | -2.2% | +1.5% | -0.7% |
| 30D | -10.1% | -4.8% | -5.3% | -10.3% |
| 3M | -15.7% | +4.9% | -20.6% | -15.8% |
| 6M | +36.3% | -5.7% | +42.0% | +36.6% |
| YTD | +43.8% | +14.4% | +29.4% | +42.8% |
| 1Y | +63.9% | +8.7% | +55.2% | +63.5% |
| All | +106.4% | +30.5% | +76.0% | +97.5% |
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