+94.8%
CSCO vs CL
+41.7%
+53.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -4.7% | +2.6% | -7.3% | -5.0% |
| 30D | -17.1% | +11.8% | -28.9% | -18.4% |
| 3M | -19.6% | +5.9% | -25.5% | -20.3% |
| 6M | +2.4% | +13.3% | -10.9% | 0.0% |
| YTD | +29.8% | +27.1% | +2.7% | +22.6% |
| 1Y | +38.7% | +28.0% | +10.7% | +30.6% |
| 3Y | +101.3% | +39.4% | +61.9% | +75.4% |
| 5Y | +94.8% | +40.8% | +54.1% | +63.9% |
| All | +94.8% | +41.7% | +53.1% | +63.9% |
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 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