+133.7%
CSCO vs CRL
+1,630.9%
-1,497.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.8% | -9.8% | -3.9% |
| 7D | -10.2% | -6.1% | -4.1% | -8.9% |
| 30D | -20.1% | +12.4% | -32.4% | -22.7% |
| 3M | -22.4% | +27.1% | -49.5% | -27.4% |
| 6M | +2.8% | +85.7% | -82.9% | -13.6% |
| YTD | +23.6% | +69.2% | -45.6% | +5.2% |
| 1Y | +34.0% | +97.5% | -63.5% | +9.3% |
| 3Y | +89.3% | +86.1% | +3.2% | +47.8% |
| 5Y | +87.9% | -10.0% | +97.9% | +74.1% |
| 10Y | +314.9% | +395.0% | -80.1% | +129.0% |
| All | +133.7% | +1,630.9% | -1,497.1% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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