+88.1%
CSCO vs COMP
-17.6%
+105.7%
-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 | -22.4% | -18.8% | -3.5% | -21.6% |
| 6M | +2.8% | +10.5% | -7.7% | +1.5% |
| YTD | +23.6% | -3.4% | +27.0% | +22.5% |
| 1Y | +34.0% | +19.7% | +14.3% | +30.9% |
| 3Y | +89.3% | +381.6% | -292.4% | +64.5% |
| All | +88.1% | -17.6% | +105.7% | +79.4% |
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