+88.1%
CSCO vs CL
+39.7%
+48.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.7% |
| 7D | -10.2% | +1.3% | -11.5% | -10.4% |
| 30D | -20.1% | +11.4% | -31.4% | -21.4% |
| 3M | -22.4% | +4.4% | -26.8% | -22.9% |
| 6M | +2.8% | +10.8% | -8.0% | +0.8% |
| YTD | +23.6% | +25.1% | -1.5% | +17.0% |
| 1Y | +34.0% | +28.0% | +6.1% | +25.9% |
| 3Y | +89.3% | +37.6% | +51.6% | +64.9% |
| All | +88.1% | +39.7% | +48.4% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling