+114.0%
CSCO vs DOW
-37.1%
+151.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -0.5% | -2.9% | +2.4% | 0.0% |
| 30D | -10.1% | +2.0% | -12.0% | -10.6% |
| 3M | -11.7% | -12.5% | +0.8% | -9.7% |
| 6M | +40.1% | -9.2% | +49.3% | +40.8% |
| YTD | +43.8% | +30.8% | +13.0% | +32.5% |
| 1Y | +66.6% | +29.4% | +37.2% | +52.8% |
| 3Y | +108.5% | -34.6% | +143.1% | +127.6% |
| 5Y | +114.0% | -35.9% | +149.9% | +130.3% |
| All | +114.0% | -37.1% | +151.1% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling