+110.7%
CSCO vs M
+154.1%
-43.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.5% |
| 7D | +6.6% | +0.6% | +6.0% | +6.5% |
| 30D | -11.3% | +7.0% | -18.3% | -12.0% |
| 3M | -17.3% | +3.1% | -20.5% | -17.8% |
| 6M | +3.5% | +33.5% | -30.0% | -0.3% |
| YTD | +34.9% | +13.4% | +21.5% | +31.9% |
| 1Y | +40.5% | +22.4% | +18.1% | +35.9% |
| All | +110.7% | +154.1% | -43.4% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling