+96.9%
CSCO vs CSGP
-62.4%
+159.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.9% | +4.8% |
| 7D | -2.9% | -1.8% | -1.1% | -2.7% |
| 30D | -16.7% | +5.3% | -22.0% | -17.6% |
| 3M | -18.4% | +3.3% | -21.8% | -19.5% |
| 6M | +2.9% | -4.7% | +7.6% | +2.5% |
| YTD | +30.4% | -53.5% | +84.0% | +49.6% |
| 1Y | +41.4% | -53.7% | +95.1% | +62.0% |
| 3Y | +104.7% | -59.7% | +164.4% | +136.9% |
| 5Y | +96.9% | -62.5% | +159.4% | +139.8% |
| All | +96.9% | -62.4% | +159.4% | +139.8% |
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