+24,191.4%
CSCO vs LIN
+10,749.5%
+13,441.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.9% | -7.3% |
| 7D | -11.9% | +3.6% | -15.4% | -13.2% |
| 30D | -18.8% | +6.4% | -25.2% | -20.9% |
| 3M | -21.2% | +6.5% | -27.7% | -23.4% |
| 6M | +1.9% | +4.9% | -3.0% | -0.7% |
| YTD | +26.1% | +23.4% | +2.6% | +14.5% |
| 1Y | +34.7% | +26.3% | +8.4% | +21.0% |
| 3Y | +94.0% | +38.0% | +56.1% | +67.2% |
| 5Y | +91.6% | +68.0% | +23.6% | +50.3% |
| 10Y | +323.2% | +437.1% | -114.0% | +108.7% |
| All | +24,191.4% | +10,749.5% | +13,441.9% | +6,048.5% |
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