+366.8%
CSCO vs CPB
-45.7%
+412.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | -0.5% | -8.2% | +7.7% | +0.5% |
| 30D | -10.1% | -5.6% | -4.5% | -9.5% |
| 3M | -11.7% | +3.0% | -14.7% | -12.5% |
| 6M | +40.1% | -12.7% | +52.8% | +42.2% |
| YTD | +43.8% | -18.0% | +61.8% | +47.1% |
| 1Y | +66.6% | -31.7% | +98.3% | +75.5% |
| 3Y | +108.5% | -41.0% | +149.5% | +122.5% |
| 5Y | +114.0% | -38.4% | +152.3% | +124.5% |
| 10Y | +366.8% | -45.0% | +411.8% | +398.2% |
| All | +366.8% | -45.7% | +412.5% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling