+324.2%
CSCO vs CSGP
+61.5%
+262.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | -4.7% | -3.2% | -1.5% | -4.0% |
| 30D | -17.1% | +2.2% | -19.3% | -18.3% |
| 3M | -19.6% | -3.7% | -16.0% | -20.2% |
| 6M | +2.4% | -7.4% | +9.9% | +1.8% |
| YTD | +29.8% | -54.9% | +84.7% | +56.5% |
| 1Y | +38.7% | -54.9% | +93.6% | +66.8% |
| 3Y | +101.3% | -61.9% | +163.3% | +148.2% |
| 5Y | +94.8% | -63.1% | +157.9% | +136.2% |
| 10Y | +324.2% | +65.1% | +259.1% | +217.7% |
| All | +324.2% | +61.5% | +262.8% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling