+321.5%
CSCO vs M
+3.7%
+317.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.1% | -3.0% | +4.1% |
| 7D | -2.9% | +2.5% | -5.5% | -3.2% |
| 30D | -16.7% | +10.1% | -26.7% | -17.8% |
| 3M | -18.4% | -0.9% | -17.5% | -18.5% |
| 6M | +2.9% | +30.2% | -27.2% | -1.2% |
| YTD | +30.4% | +16.3% | +14.1% | +26.7% |
| 1Y | +41.4% | +27.0% | +14.4% | +35.5% |
| 3Y | +104.7% | +154.5% | -49.8% | +72.9% |
| 5Y | +96.9% | -1.1% | +98.0% | +81.7% |
| 10Y | +321.5% | +0.5% | +321.0% | +224.1% |
| All | +321.5% | +3.7% | +317.8% | +224.1% |
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