+114.8%
CSCO vs COMP
-56.6%
+171.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -8.2% | +0.6% | -7.1% |
| 7D | -11.9% | -1.8% | -10.0% | -11.8% |
| 30D | -18.8% | -0.8% | -18.1% | -18.9% |
| 3M | -21.2% | -28.1% | +6.9% | -19.8% |
| 6M | +1.9% | +27.0% | -25.1% | -0.4% |
| YTD | +26.1% | -12.8% | +38.8% | +25.8% |
| 1Y | +34.7% | +4.9% | +29.8% | +32.8% |
| 3Y | +94.0% | +321.0% | -227.0% | +71.2% |
| 5Y | +91.6% | -25.6% | +117.2% | +77.4% |
| All | +114.8% | -56.6% | +171.4% | +98.6% |
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