+113.3%
CSCO vs D
+5.6%
+107.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | -0.7% | +1.5% | -2.1% | -1.0% |
| 30D | -10.1% | -2.6% | -7.5% | -9.7% |
| 3M | -15.7% | 0.0% | -15.7% | -15.9% |
| 6M | +36.3% | +7.4% | +28.9% | +33.6% |
| YTD | +43.8% | +15.9% | +28.0% | +38.5% |
| 1Y | +63.9% | +18.1% | +45.8% | +56.7% |
| 3Y | +104.4% | +58.4% | +46.0% | +78.2% |
| All | +113.3% | +5.6% | +107.7% | +115.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling