+328.2%
CSCO vs IR
+282.2%
+46.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -10.1% | -13.6% | +3.5% | -6.0% |
| 3M | -11.7% | +3.7% | -15.4% | -13.2% |
| 6M | +40.1% | -13.1% | +53.1% | +44.8% |
| YTD | +43.8% | -5.1% | +48.9% | +44.2% |
| 1Y | +66.6% | -6.5% | +73.1% | +67.3% |
| 3Y | +108.5% | +8.5% | +100.0% | +94.7% |
| 5Y | +114.0% | +43.3% | +70.7% | +78.6% |
| All | +328.2% | +282.2% | +46.0% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling