+66.6%
CSCO vs IR
-7.1%
+73.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -10.1% | -13.6% | +3.5% | -8.2% |
| 3M | -11.7% | +3.7% | -15.4% | -12.3% |
| 6M | +40.1% | -13.1% | +53.1% | +43.0% |
| YTD | +43.8% | -5.1% | +48.9% | +47.7% |
| 1Y | +66.6% | -6.5% | +73.1% | +71.8% |
| All | +66.6% | -7.1% | +73.7% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling