+324.2%
CSCO vs CP
+255.2%
+69.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -4.7% | +2.8% | -7.5% | -5.8% |
| 30D | -17.1% | +11.0% | -28.1% | -20.9% |
| 3M | -19.6% | +3.8% | -23.5% | -21.2% |
| 6M | +2.4% | +9.5% | -7.1% | -2.2% |
| YTD | +29.8% | +28.2% | +1.6% | +14.5% |
| 1Y | +38.7% | +33.0% | +5.7% | +20.1% |
| 3Y | +101.3% | +35.5% | +65.8% | +68.1% |
| 5Y | +94.8% | +25.8% | +69.0% | +65.1% |
| 10Y | +324.2% | +250.7% | +73.5% | +120.3% |
| All | +324.2% | +255.2% | +69.0% | +120.3% |
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