+308.5%
CSCO vs CMG
+342.6%
-34.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.6% | -6.3% |
| 7D | +1.9% | +2.5% | -0.6% | +1.5% |
| 30D | -15.8% | +15.6% | -31.4% | -18.1% |
| 3M | -15.4% | +8.2% | -23.6% | -16.9% |
| 6M | -5.4% | +9.9% | -15.3% | -8.2% |
| YTD | +26.5% | -4.6% | +31.1% | +25.7% |
| 1Y | +25.9% | +12.4% | +13.5% | +20.9% |
| 3Y | +97.5% | -18.0% | +115.5% | +96.7% |
| 5Y | +93.0% | -5.3% | +98.3% | +82.1% |
| All | +308.5% | +342.6% | -34.1% | +180.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling