+154.4%
CSCO vs DOW
-15.8%
+170.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.4% |
| 7D | -0.7% | -2.4% | +1.7% | -0.1% |
| 30D | -10.1% | +0.4% | -10.5% | -10.4% |
| 3M | -15.7% | -14.4% | -1.3% | -12.5% |
| 6M | +36.3% | -7.0% | +43.2% | +36.2% |
| YTD | +43.8% | +30.2% | +13.6% | +29.4% |
| 1Y | +63.9% | +29.2% | +34.7% | +46.2% |
| 3Y | +104.4% | -36.7% | +141.1% | +124.1% |
| 5Y | +111.4% | -37.7% | +149.0% | +128.8% |
| All | +154.4% | -15.8% | +170.2% | +114.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling