+220,352.3%
CSCO vs CPB
+416.6%
+219,935.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.4% |
| 7D | -0.7% | -8.6% | +7.9% | +1.6% |
| 30D | -10.1% | -7.2% | -2.9% | -8.6% |
| 3M | -15.7% | +0.9% | -16.6% | -16.6% |
| 6M | +36.3% | -11.8% | +48.1% | +39.2% |
| YTD | +43.8% | -19.4% | +63.2% | +50.1% |
| 1Y | +63.9% | -30.4% | +94.3% | +77.5% |
| 3Y | +104.4% | -40.2% | +144.5% | +126.1% |
| 5Y | +111.4% | -39.5% | +150.9% | +130.2% |
| 10Y | +361.7% | -47.4% | +409.1% | +402.2% |
| All | +220,352.3% | +416.6% | +219,935.7% | +84,523.3% |
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