+321.5%
CSCO vs CP
+261.0%
+60.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +4.2% |
| 7D | -2.9% | +2.8% | -5.7% | -4.0% |
| 30D | -16.7% | +11.3% | -28.0% | -20.6% |
| 3M | -18.4% | +2.9% | -21.3% | -19.7% |
| 6M | +2.9% | +9.8% | -6.8% | -1.8% |
| YTD | +30.4% | +28.5% | +1.9% | +14.9% |
| 1Y | +41.4% | +33.5% | +7.9% | +22.3% |
| 3Y | +104.7% | +31.9% | +72.7% | +73.2% |
| 5Y | +96.9% | +25.5% | +71.5% | +67.2% |
| 10Y | +321.5% | +257.6% | +63.9% | +119.7% |
| All | +321.5% | +261.0% | +60.5% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling