+91.6%
CSCO vs CSGP
-62.1%
+153.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.0% | -7.4% |
| 7D | -11.9% | +13.9% | -25.7% | -13.3% |
| 30D | -18.8% | +16.0% | -34.8% | -20.9% |
| 3M | -21.2% | +6.1% | -27.3% | -22.5% |
| 6M | +1.9% | -8.2% | +10.1% | +2.3% |
| YTD | +26.1% | -52.3% | +78.4% | +44.1% |
| 1Y | +34.7% | -54.5% | +89.2% | +55.4% |
| 3Y | +94.0% | -58.6% | +152.6% | +123.8% |
| 5Y | +91.6% | -61.5% | +153.1% | +132.3% |
| All | +91.6% | -62.1% | +153.7% | +132.3% |
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