+102.7%
CSCO vs CP
+35.9%
+66.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -4.7% | +2.8% | -7.5% | -5.2% |
| 30D | -17.1% | +11.0% | -28.1% | -19.0% |
| 3M | -19.6% | +3.8% | -23.5% | -20.4% |
| 6M | +2.4% | +9.5% | -7.1% | 0.0% |
| YTD | +29.8% | +28.2% | +1.6% | +20.9% |
| 1Y | +38.7% | +33.0% | +5.7% | +27.7% |
| All | +102.7% | +35.9% | +66.8% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling