+330.5%
CSCO vs CPB
-40.1%
+370.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.9% | +2.8% |
| 7D | -2.8% | -4.1% | +1.3% | -2.3% |
| 30D | -12.6% | +16.9% | -29.6% | -14.3% |
| 3M | -16.0% | -0.6% | -15.5% | -16.1% |
| 6M | +2.8% | +11.4% | -8.5% | +0.7% |
| YTD | +33.2% | -14.8% | +48.1% | +35.5% |
| 1Y | +43.1% | -24.8% | +67.9% | +48.4% |
| 3Y | +106.7% | -36.6% | +143.3% | +117.8% |
| 5Y | +103.6% | -33.3% | +136.9% | +110.6% |
| 10Y | +330.5% | -40.4% | +370.9% | +337.9% |
| All | +330.5% | -40.1% | +370.6% | +337.9% |
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