+304.8%
CSCO vs CSGP
+63.3%
+241.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -0.9% |
| 7D | -10.2% | +1.3% | -11.5% | -10.5% |
| 30D | -20.1% | +10.7% | -30.7% | -22.8% |
| 3M | -22.4% | +3.3% | -25.6% | -24.3% |
| 6M | +2.8% | -10.3% | +13.1% | +2.9% |
| YTD | +23.6% | -54.6% | +78.2% | +48.8% |
| 1Y | +34.0% | -54.6% | +88.7% | +61.1% |
| 3Y | +89.3% | -60.3% | +149.6% | +130.2% |
| 5Y | +87.9% | -63.3% | +151.2% | +128.5% |
| All | +304.8% | +63.3% | +241.5% | +200.0% |
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