+89.3%
CSCO vs D
+79.5%
+9.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.8% |
| 7D | -10.2% | +3.0% | -13.2% | -10.5% |
| 30D | -20.1% | +11.5% | -31.5% | -21.1% |
| 3M | -22.4% | +3.7% | -26.1% | -22.7% |
| 6M | +2.8% | +13.5% | -10.7% | +0.8% |
| YTD | +23.6% | +20.7% | +2.9% | +19.9% |
| 1Y | +34.0% | +18.2% | +15.8% | +30.3% |
| 3Y | +89.3% | +73.3% | +15.9% | +65.4% |
| All | +89.3% | +79.5% | +9.7% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling