+306.4%
CSCO vs M
-4.2%
+310.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.4% |
| 7D | -10.2% | -4.3% | -5.9% | -9.7% |
| 30D | -20.1% | +1.3% | -21.3% | -20.3% |
| 3M | -22.1% | -7.4% | -14.7% | -21.5% |
| 6M | +3.2% | +18.3% | -15.1% | +0.3% |
| YTD | +24.1% | +7.6% | +16.5% | +21.7% |
| 1Y | +34.6% | +17.4% | +17.2% | +30.2% |
| 3Y | +90.0% | +108.4% | -18.4% | +64.8% |
| 5Y | +88.6% | -10.6% | +99.2% | +76.3% |
| All | +306.4% | -4.2% | +310.6% | +219.6% |
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