+91.5%
CSCO vs CP
+25.5%
+66.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -6.1% |
| 7D | +1.9% | +2.1% | -0.2% | +1.2% |
| 30D | -15.8% | +9.3% | -25.2% | -18.3% |
| 3M | -15.4% | +0.5% | -15.9% | -15.6% |
| 6M | -5.4% | +10.4% | -15.8% | -8.8% |
| YTD | +26.5% | +28.7% | -2.2% | +14.7% |
| 1Y | +25.9% | +33.2% | -7.3% | +12.6% |
| 3Y | +97.5% | +38.4% | +59.1% | +69.1% |
| All | +91.5% | +25.5% | +66.0% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling