+220,352.3%
CSCO vs CP
+8,184.3%
+212,168.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.7% | -2.7% | +2.0% | +0.4% |
| 30D | -10.1% | +0.2% | -10.3% | -10.3% |
| 3M | -15.7% | +2.6% | -18.3% | -16.9% |
| 6M | +36.3% | +6.0% | +30.3% | +32.1% |
| YTD | +43.8% | +24.9% | +18.9% | +29.8% |
| 1Y | +63.9% | +20.1% | +43.8% | +50.0% |
| 3Y | +104.4% | +16.4% | +88.0% | +86.0% |
| 5Y | +111.4% | +31.7% | +79.6% | +79.8% |
| 10Y | +361.7% | +223.9% | +137.8% | +163.2% |
| All | +220,352.3% | +8,184.3% | +212,168.0% | +27,741.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling