+88.1%
CSCO vs CSGP
-63.4%
+151.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -1.4% |
| 7D | -10.2% | +1.3% | -11.5% | -10.4% |
| 30D | -20.1% | +10.7% | -30.7% | -21.6% |
| 3M | -22.4% | +3.3% | -25.6% | -23.4% |
| 6M | +2.8% | -10.3% | +13.1% | +3.3% |
| YTD | +23.6% | -54.6% | +78.2% | +42.1% |
| 1Y | +34.0% | -54.6% | +88.7% | +53.9% |
| 3Y | +89.3% | -60.3% | +149.6% | +119.2% |
| All | +88.1% | -63.4% | +151.5% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling