+39.4%
CSCO vs CPB
-20.9%
+60.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +4.9% |
| 7D | -2.9% | +3.3% | -6.2% | -2.3% |
| 30D | -16.7% | +19.0% | -35.7% | -13.7% |
| 3M | -18.4% | +0.4% | -18.9% | -17.4% |
| 6M | +2.9% | +13.0% | -10.0% | +5.9% |
| YTD | +30.4% | -12.7% | +43.2% | +31.8% |
| All | +39.4% | -20.9% | +60.3% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling