+145.0%
CSCO vs COMP
-47.7%
+192.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.5% |
| 3M | -15.7% | +41.1% | -56.8% | -17.7% |
| 6M | +36.3% | +17.2% | +19.1% | +33.9% |
| YTD | +43.8% | +5.2% | +38.6% | +42.1% |
| 1Y | +63.9% | +18.9% | +45.0% | +60.3% |
| 3Y | +104.4% | +215.9% | -111.6% | +83.5% |
| 5Y | +111.4% | -31.2% | +142.5% | +94.9% |
| All | +145.0% | -47.7% | +192.7% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling