+121.1%
CSCO vs COMP
-53.0%
+174.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +6.9% | -0.1% |
| 7D | -4.7% | +7.2% | -11.9% | -5.1% |
| 30D | -17.1% | +6.4% | -23.5% | -17.5% |
| 3M | -19.6% | -19.4% | -0.2% | -18.8% |
| 6M | +2.4% | +14.6% | -12.2% | +1.0% |
| YTD | +29.8% | -5.5% | +35.3% | +28.8% |
| 1Y | +38.7% | +13.7% | +25.0% | +36.0% |
| 3Y | +101.3% | +409.7% | -308.4% | +75.5% |
| 5Y | +94.8% | -17.0% | +111.9% | +79.4% |
| All | +121.1% | -53.0% | +174.1% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling