+117.4%
CSCO vs CMI
+165.7%
-48.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | -10.7% | -12.3% | +1.6% | -6.7% |
| 3M | -8.7% | -16.8% | +8.1% | -3.3% |
| 6M | +44.9% | +1.5% | +43.4% | +42.3% |
| YTD | +44.1% | +9.8% | +34.3% | +36.8% |
| 1Y | +65.9% | +42.6% | +23.3% | +42.1% |
| 3Y | +109.0% | +151.0% | -42.0% | +41.8% |
| All | +117.4% | +165.7% | -48.3% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling