+208.1%
CSCO vs CLBK
+65.6%
+142.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | -10.8% | +4.5% | -15.3% | -12.0% |
| 3M | -9.2% | +22.8% | -32.0% | -14.9% |
| 6M | +39.5% | +43.4% | -3.9% | +24.9% |
| YTD | +41.5% | +64.1% | -22.6% | +21.2% |
| 1Y | +61.0% | +67.6% | -6.6% | +36.4% |
| 3Y | +105.2% | +53.3% | +51.9% | +74.0% |
| 5Y | +113.4% | +44.8% | +68.6% | +72.5% |
| All | +208.1% | +65.6% | +142.5% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CLBK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling