+193,139.0%
CSCO vs CL
+6,004.6%
+187,134.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.6% |
| 7D | -11.9% | +5.9% | -17.8% | -13.9% |
| 30D | -18.8% | +13.8% | -32.6% | -23.1% |
| 3M | -21.2% | +6.4% | -27.6% | -23.5% |
| 6M | +1.9% | +15.6% | -13.7% | -4.9% |
| YTD | +26.1% | +27.9% | -1.8% | +12.2% |
| 1Y | +34.7% | +31.4% | +3.3% | +18.4% |
| 3Y | +94.0% | +41.4% | +52.7% | +62.3% |
| 5Y | +91.6% | +42.8% | +48.8% | +58.7% |
| 10Y | +323.2% | +79.7% | +243.5% | +215.4% |
| All | +193,139.0% | +6,004.6% | +187,134.3% | +26,753.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling