+206,635.6%
CSCO vs D
+2,450.1%
+204,185.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +6.6% | -3.1% | +9.6% | +7.8% |
| 30D | -11.3% | +8.4% | -19.7% | -14.1% |
| 3M | -17.3% | +0.2% | -17.6% | -17.7% |
| 6M | +3.5% | +9.5% | -5.9% | -0.7% |
| YTD | +34.9% | +18.8% | +16.1% | +25.2% |
| 1Y | +40.5% | +14.7% | +25.8% | +31.9% |
| 3Y | +109.3% | +72.9% | +36.3% | +64.4% |
| 5Y | +105.9% | +13.1% | +92.8% | +88.3% |
| 10Y | +335.8% | +47.2% | +288.7% | +248.2% |
| All | +206,635.6% | +2,450.1% | +204,185.5% | +45,478.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling