+45.9%
CSCO vs DOW
+50.2%
-4.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | -6.1% | -4.2% | -1.9% | -6.0% |
| 30D | -8.2% | +14.7% | -22.9% | -8.4% |
| 3M | -14.6% | +9.1% | -23.6% | -14.7% |
| 6M | +12.7% | -17.7% | +30.4% | +15.3% |
| YTD | +37.0% | +44.6% | -7.6% | +30.3% |
| 1Y | +45.9% | +51.9% | -6.0% | +37.3% |
| All | +45.9% | +50.2% | -4.3% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling