+330.5%
CSCO vs M
-5.1%
+335.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.8% |
| 7D | -2.8% | -3.3% | +0.6% | -2.3% |
| 30D | -12.6% | +8.1% | -20.7% | -13.6% |
| 3M | -16.0% | +2.2% | -18.2% | -16.5% |
| 6M | +2.8% | +35.1% | -32.3% | -1.8% |
| YTD | +33.2% | +15.8% | +17.4% | +29.4% |
| 1Y | +43.1% | +25.8% | +17.3% | +37.3% |
| 3Y | +106.7% | +156.2% | -49.5% | +74.4% |
| 5Y | +103.6% | -2.4% | +105.9% | +88.1% |
| 10Y | +330.5% | -7.1% | +337.6% | +223.0% |
| All | +330.5% | -5.1% | +335.6% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling