+359.9%
CSCO vs CMG
+326.7%
+33.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -1.1% | -3.8% | +2.8% | -0.4% |
| 30D | -10.8% | +12.9% | -23.7% | -12.8% |
| 3M | -9.2% | +18.8% | -28.0% | -12.7% |
| 6M | +39.5% | +4.1% | +35.5% | +37.1% |
| YTD | +41.5% | -2.4% | +43.9% | +40.6% |
| 1Y | +61.0% | -6.7% | +67.6% | +60.0% |
| 3Y | +105.2% | -7.1% | +112.3% | +99.8% |
| 5Y | +113.4% | -5.0% | +118.4% | +102.2% |
| All | +359.9% | +326.7% | +33.2% | +226.8% |
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