+321.5%
CSCO vs D
+42.1%
+279.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.3% |
| 7D | -2.9% | +0.8% | -3.7% | -3.2% |
| 30D | -16.7% | +10.7% | -27.4% | -19.5% |
| 3M | -18.4% | +2.3% | -20.7% | -19.2% |
| 6M | +2.9% | +12.5% | -9.6% | -1.7% |
| YTD | +30.4% | +20.1% | +10.3% | +21.6% |
| 1Y | +41.4% | +15.6% | +25.8% | +33.3% |
| 3Y | +104.7% | +75.2% | +29.5% | +62.1% |
| 5Y | +96.9% | +14.6% | +82.4% | +83.2% |
| 10Y | +321.5% | +43.8% | +277.7% | +264.9% |
| All | +321.5% | +42.1% | +279.3% | +264.9% |
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