+26,193.7%
CSCO vs LIN
+10,822.5%
+15,371.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.4% |
| 7D | -6.1% | +3.3% | -9.3% | -7.3% |
| 30D | -8.2% | +8.8% | -16.9% | -11.3% |
| 3M | -14.9% | +8.6% | -23.5% | -17.9% |
| 6M | +12.3% | +7.0% | +5.3% | +8.5% |
| YTD | +36.5% | +24.3% | +12.2% | +23.6% |
| 1Y | +45.4% | +27.3% | +18.1% | +30.2% |
| 3Y | +110.0% | +38.9% | +71.1% | +80.5% |
| 5Y | +107.2% | +69.4% | +37.8% | +62.0% |
| 10Y | +358.0% | +440.7% | -82.7% | +125.2% |
| All | +26,193.7% | +10,822.5% | +15,371.1% | +6,536.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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