+88.1%
CSCO vs CP
+24.4%
+63.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -10.2% | +2.8% | -13.0% | -11.0% |
| 30D | -20.1% | +10.2% | -30.3% | -22.6% |
| 3M | -22.4% | +2.4% | -24.7% | -23.1% |
| 6M | +2.8% | +7.7% | -4.9% | -0.2% |
| YTD | +23.6% | +26.0% | -2.4% | +12.8% |
| 1Y | +34.0% | +34.6% | -0.6% | +19.2% |
| 3Y | +89.3% | +26.7% | +62.6% | +67.9% |
| All | +88.1% | +24.4% | +63.7% | +62.8% |
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