+306.4%
CSCO vs D
+42.6%
+263.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -10.2% | +3.0% | -13.2% | -11.1% |
| 30D | -20.1% | +11.5% | -31.5% | -23.0% |
| 3M | -22.1% | +3.7% | -25.8% | -23.2% |
| 6M | +3.2% | +13.5% | -10.3% | -1.7% |
| YTD | +24.1% | +20.7% | +3.4% | +15.5% |
| 1Y | +34.6% | +18.2% | +16.3% | +25.9% |
| 3Y | +90.0% | +73.3% | +16.7% | +51.3% |
| 5Y | +88.6% | +12.3% | +76.3% | +77.1% |
| All | +306.4% | +42.6% | +263.9% | +254.7% |
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