+268.1%
CSCO vs IR
+322.3%
-54.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.4% |
| 7D | -10.2% | +3.7% | -13.9% | -11.2% |
| 30D | -20.1% | +7.4% | -27.5% | -21.9% |
| 3M | -22.4% | -5.9% | -16.4% | -21.1% |
| 6M | +2.8% | +5.6% | -2.8% | +0.3% |
| YTD | +23.6% | +4.8% | +18.8% | +20.0% |
| 1Y | +34.0% | +6.9% | +27.1% | +29.1% |
| 3Y | +89.3% | +27.6% | +61.7% | +67.9% |
| 5Y | +87.9% | +45.8% | +42.0% | +56.0% |
| All | +268.1% | +322.3% | -54.2% | +121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling