+847.3%
CSCO vs CSGP
+3,461.1%
-2,613.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.0% | -7.2% |
| 7D | -11.9% | +13.9% | -25.7% | -15.0% |
| 30D | -18.8% | +16.0% | -34.8% | -22.8% |
| 3M | -21.2% | +6.1% | -27.3% | -23.9% |
| 6M | +1.9% | -8.2% | +10.1% | +1.1% |
| YTD | +26.1% | -52.3% | +78.4% | +47.4% |
| 1Y | +34.7% | -54.5% | +89.2% | +59.2% |
| 3Y | +94.0% | -58.6% | +152.6% | +130.1% |
| 5Y | +91.6% | -61.5% | +153.1% | +125.6% |
| 10Y | +323.2% | +74.7% | +248.5% | +220.3% |
| All | +847.3% | +3,461.1% | -2,613.9% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling