+189,363.8%
CSCO vs CMS
+512.7%
+188,851.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.4% |
| 7D | -10.2% | -1.3% | -8.9% | -9.9% |
| 30D | -20.1% | +6.3% | -26.4% | -21.5% |
| 3M | -22.4% | -2.1% | -20.3% | -22.1% |
| 6M | +2.8% | -5.1% | +7.9% | +3.7% |
| YTD | +23.6% | +1.3% | +22.4% | +22.4% |
| 1Y | +34.0% | -1.4% | +35.4% | +33.5% |
| 3Y | +89.3% | +36.9% | +52.3% | +70.9% |
| 5Y | +87.9% | +32.5% | +55.3% | +69.9% |
| 10Y | +314.9% | +126.8% | +188.1% | +221.4% |
| All | +189,363.8% | +512.7% | +188,851.1% | +89,709.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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