+189,363.8%
CSCO vs CP
+8,254.0%
+181,109.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.3% |
| 7D | -10.2% | +2.8% | -13.0% | -11.2% |
| 30D | -20.1% | +10.2% | -30.3% | -23.3% |
| 3M | -22.4% | +2.4% | -24.7% | -23.4% |
| 6M | +2.8% | +7.7% | -4.9% | -0.9% |
| YTD | +23.6% | +26.0% | -2.4% | +10.9% |
| 1Y | +34.0% | +34.6% | -0.6% | +16.8% |
| 3Y | +89.3% | +26.7% | +62.6% | +66.0% |
| 5Y | +87.9% | +24.9% | +62.9% | +63.3% |
| 10Y | +314.9% | +258.6% | +56.3% | +126.7% |
| All | +189,363.8% | +8,254.0% | +181,109.8% | +23,692.7% |
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