+91.5%
CSCO vs COMP
-10.9%
+102.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -6.3% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -15.8% | +16.6% | -32.4% | -16.7% |
| 3M | -15.4% | -23.5% | +8.1% | -14.2% |
| 6M | -5.4% | +25.7% | -31.1% | -7.3% |
| YTD | +26.5% | -3.4% | +29.9% | +25.3% |
| 1Y | +25.9% | +7.6% | +18.3% | +23.8% |
| 3Y | +97.5% | +423.6% | -326.0% | +70.8% |
| All | +91.5% | -10.9% | +102.4% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling