+108.1%
CSCO vs GLW
+364.6%
-256.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.4% | -4.8% | +0.9% |
| 7D | -2.8% | +1.4% | -4.2% | -3.2% |
| 30D | -12.6% | -18.2% | +5.6% | -8.9% |
| 3M | -16.0% | -24.2% | +8.2% | -11.5% |
| 6M | +2.8% | -41.7% | +44.6% | +12.2% |
| YTD | +33.2% | +38.3% | -5.1% | +14.3% |
| 1Y | +43.1% | +38.2% | +4.9% | +22.3% |
| All | +108.1% | +364.6% | -256.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 3y: compounded portfolio wealth divided by compounded GLW 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…
3y analysis · Full analysis span regression · 6 months rolling