+816.7%
CSCO vs CMG
+4,006.7%
-3,190.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.9% |
| 7D | -0.7% | -2.8% | +2.1% | -0.1% |
| 30D | -10.1% | +7.1% | -17.3% | -11.6% |
| 3M | -15.7% | +31.2% | -46.8% | -21.4% |
| 6M | +36.3% | +0.7% | +35.6% | +34.3% |
| YTD | +43.8% | -0.1% | +43.9% | +41.8% |
| 1Y | +63.9% | -10.7% | +74.7% | +64.2% |
| 3Y | +104.4% | -4.7% | +109.0% | +97.3% |
| 5Y | +111.4% | -3.8% | +115.1% | +99.2% |
| 10Y | +361.7% | +352.5% | +9.2% | +184.9% |
| All | +816.7% | +4,006.7% | -3,190.0% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling