+980.6%
CSCO vs CSGP
+3,334.4%
-2,353.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.2% |
| 7D | -0.7% | -4.1% | +3.4% | +0.4% |
| 30D | -10.1% | +2.3% | -12.4% | -11.2% |
| 3M | -15.7% | -8.2% | -7.5% | -15.1% |
| 6M | +36.3% | -35.1% | +71.3% | +49.7% |
| YTD | +43.8% | -54.0% | +97.9% | +71.8% |
| 1Y | +63.9% | -65.3% | +129.2% | +110.7% |
| 3Y | +104.4% | -62.6% | +166.9% | +151.8% |
| 5Y | +111.4% | -64.8% | +176.2% | +157.5% |
| 10Y | +361.7% | +45.1% | +316.6% | +271.2% |
| All | +980.6% | +3,334.4% | -2,353.8% | +268.8% |
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 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