+43.1%
CSCO vs CSGP
-55.2%
+98.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.6% |
| 7D | -2.8% | -7.1% | +4.4% | -3.5% |
| 30D | -12.6% | +3.6% | -16.3% | -11.9% |
| 3M | -16.0% | -2.7% | -13.3% | -15.5% |
| 6M | +2.8% | -8.1% | +10.9% | +4.1% |
| YTD | +33.2% | -55.0% | +88.2% | +37.1% |
| 1Y | +43.1% | -55.8% | +98.9% | +48.0% |
| All | +43.1% | -55.2% | +98.3% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling