+319.3%
CSCO vs D
+48.1%
+271.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.7% | +2.4% | -7.1% | -5.4% |
| 30D | -17.1% | +10.9% | -28.0% | -20.0% |
| 3M | -19.6% | +2.8% | -22.5% | -20.5% |
| 6M | +2.4% | +12.7% | -10.3% | -2.2% |
| YTD | +29.8% | +20.3% | +9.5% | +20.9% |
| 1Y | +38.7% | +17.1% | +21.5% | +30.1% |
| 3Y | +101.3% | +75.1% | +26.2% | +59.5% |
| 5Y | +94.8% | +13.1% | +81.7% | +82.3% |
| All | +319.3% | +48.1% | +271.2% | +260.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling