+190,098.4%
CSCO vs CPB
+466.0%
+189,632.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -10.2% | +8.0% | -18.2% | -12.1% |
| 30D | -20.1% | +22.4% | -42.4% | -24.5% |
| 3M | -22.1% | +3.8% | -25.9% | -23.5% |
| 6M | +3.2% | +13.7% | -10.5% | -1.8% |
| YTD | +24.1% | -11.7% | +35.8% | +25.7% |
| 1Y | +34.6% | -18.1% | +52.7% | +38.9% |
| 3Y | +90.0% | -34.7% | +124.7% | +104.8% |
| 5Y | +88.6% | -30.6% | +119.1% | +96.7% |
| 10Y | +316.5% | -37.1% | +353.7% | +327.6% |
| All | +190,098.4% | +466.0% | +189,632.3% | +70,770.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling