+220,352.4%
CSCO vs CMI
+21,584.1%
+198,768.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.4% |
| 7D | -0.7% | -0.7% | +0.1% | -0.4% |
| 30D | -10.1% | -13.4% | +3.3% | -5.5% |
| 3M | -15.7% | -17.0% | +1.3% | -10.4% |
| 6M | +36.3% | -1.6% | +37.9% | +35.6% |
| YTD | +43.8% | +11.0% | +32.8% | +36.6% |
| 1Y | +63.9% | +41.9% | +22.0% | +42.1% |
| 3Y | +104.4% | +151.8% | -47.5% | +42.7% |
| 5Y | +111.4% | +163.6% | -52.2% | +43.3% |
| 10Y | +361.7% | +472.9% | -111.2% | +132.6% |
| All | +220,352.4% | +21,584.1% | +198,768.2% | +26,407.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling