+88.1%
CSCO vs CLF
-51.2%
+139.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.2% |
| 7D | -10.2% | -19.6% | +9.4% | -8.0% |
| 30D | -20.1% | -5.0% | -15.1% | -19.8% |
| 3M | -22.4% | -6.3% | -16.1% | -22.2% |
| 6M | +2.8% | +2.8% | 0.0% | +1.5% |
| YTD | +23.6% | -13.7% | +37.3% | +23.4% |
| 1Y | +34.0% | +13.6% | +20.5% | +29.6% |
| 3Y | +89.3% | -34.0% | +123.2% | +85.6% |
| All | +88.1% | -51.2% | +139.3% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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