+97.5%
CSCO vs CMI
+121.3%
-23.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.0% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | -15.8% | -14.0% | -1.8% | -11.7% |
| 3M | -15.4% | -28.1% | +12.8% | -6.3% |
| 6M | -5.4% | -35.8% | +30.4% | +8.0% |
| YTD | +26.5% | -10.5% | +37.0% | +28.7% |
| 1Y | +25.9% | -1.9% | +27.7% | +24.2% |
| 3Y | +97.5% | +121.0% | -23.5% | +45.8% |
| All | +97.5% | +121.3% | -23.8% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling