+25,333.3%
CSCO vs M
+401.4%
+24,931.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.9% |
| 7D | -10.2% | -4.3% | -5.9% | -9.3% |
| 30D | -20.1% | +1.3% | -21.3% | -20.5% |
| 3M | -22.4% | -7.4% | -15.0% | -21.3% |
| 6M | +2.8% | +18.3% | -15.5% | -2.5% |
| YTD | +23.6% | +7.6% | +16.0% | +19.2% |
| 1Y | +34.0% | +17.4% | +16.6% | +26.1% |
| 3Y | +89.3% | +108.4% | -19.1% | +45.3% |
| 5Y | +87.9% | -10.6% | +98.5% | +64.3% |
| 10Y | +314.9% | -3.2% | +318.1% | +184.6% |
| All | +25,333.3% | +401.4% | +24,931.9% | +6,535.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling