+172.0%
CSCO vs CRL
+1,379.5%
-1,207.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -0.7% | -1.0% | +0.4% | -0.4% |
| 30D | -10.1% | +10.7% | -20.8% | -12.5% |
| 3M | -15.7% | +55.3% | -71.0% | -25.0% |
| 6M | +36.3% | +60.7% | -24.4% | +18.6% |
| YTD | +43.8% | +44.6% | -0.8% | +28.1% |
| 1Y | +63.9% | +77.7% | -13.8% | +37.3% |
| 3Y | +104.4% | +37.6% | +66.7% | +73.5% |
| 5Y | +111.4% | -35.8% | +147.2% | +115.1% |
| 10Y | +361.7% | +241.7% | +119.9% | +181.5% |
| All | +172.0% | +1,379.5% | -1,207.5% | +25.8% |
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