+146.6%
CSCO vs CRL
+1,712.0%
-1,565.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +3.9% |
| 7D | -2.9% | +4.4% | -7.3% | -4.1% |
| 30D | -16.7% | +17.1% | -33.8% | -20.2% |
| 3M | -18.4% | +32.1% | -50.5% | -24.4% |
| 6M | +2.9% | +98.9% | -96.0% | -15.0% |
| YTD | +30.4% | +77.1% | -46.7% | +9.8% |
| 1Y | +41.4% | +110.3% | -68.9% | +13.5% |
| 3Y | +104.7% | +108.5% | -3.8% | +55.0% |
| 5Y | +96.9% | -7.9% | +104.8% | +81.6% |
| 10Y | +321.5% | +368.9% | -47.5% | +136.2% |
| All | +146.6% | +1,712.0% | -1,565.4% | +7.9% |
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