+113.3%
CSCO vs IR
+45.6%
+67.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.7% | +0.2% |
| 7D | -0.7% | -2.8% | +2.2% | +0.1% |
| 30D | -10.1% | -15.1% | +5.0% | -5.8% |
| 3M | -15.7% | +6.1% | -21.8% | -17.5% |
| 6M | +36.3% | -16.8% | +53.1% | +42.9% |
| YTD | +43.8% | -3.5% | +47.4% | +43.6% |
| 1Y | +63.9% | -3.5% | +67.4% | +63.0% |
| 3Y | +104.4% | +9.5% | +94.9% | +87.9% |
| All | +113.3% | +45.6% | +67.7% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling