+113.3%
CSCO vs COMP
-31.2%
+144.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -0.7% | +1.4% | -2.0% | -0.8% |
| 30D | -10.1% | -13.3% | +3.2% | -9.4% |
| 3M | -15.7% | +41.1% | -56.8% | -17.7% |
| 6M | +36.3% | +17.2% | +19.1% | +33.8% |
| YTD | +43.8% | +5.2% | +38.6% | +42.0% |
| 1Y | +63.9% | +18.9% | +45.0% | +60.2% |
| 3Y | +104.4% | +215.9% | -111.6% | +82.9% |
| All | +113.3% | -31.2% | +144.5% | +99.4% |
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 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