+93.0%
CSCO vs COMP
+309.8%
-216.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -8.2% | +0.6% | -7.2% |
| 7D | -11.9% | -1.8% | -10.0% | -11.7% |
| 30D | -18.8% | -0.8% | -18.1% | -18.8% |
| 3M | -21.2% | -28.1% | +6.9% | -20.0% |
| 6M | +1.9% | +27.0% | -25.1% | -0.3% |
| YTD | +26.1% | -12.8% | +38.8% | +26.1% |
| 1Y | +34.7% | +4.9% | +29.8% | +33.2% |
| All | +93.0% | +309.8% | -216.8% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling