+88.8%
CSCO vs COMP
-17.6%
+106.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +10.7% | -12.7% | -2.6% |
| 7D | -10.2% | +13.4% | -23.6% | -10.9% |
| 30D | -20.1% | +11.1% | -31.2% | -20.7% |
| 3M | -22.1% | -18.8% | -3.2% | -21.3% |
| 6M | +3.2% | +10.5% | -7.3% | +1.9% |
| YTD | +24.1% | -3.4% | +27.5% | +23.0% |
| 1Y | +34.6% | +19.7% | +14.9% | +31.4% |
| 3Y | +90.0% | +381.6% | -291.6% | +65.2% |
| All | +88.8% | -17.6% | +106.4% | +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