+29,493.2%
CSCO vs M
+396.5%
+29,096.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | -0.1% |
| 7D | -0.7% | +4.7% | -5.4% | -1.8% |
| 30D | -10.1% | -9.6% | -0.5% | -8.0% |
| 3M | -15.7% | +0.9% | -16.5% | -16.3% |
| 6M | +36.3% | +22.3% | +14.0% | +28.6% |
| YTD | +43.8% | +6.5% | +37.3% | +39.5% |
| 1Y | +63.9% | +38.8% | +25.2% | +48.4% |
| 3Y | +104.4% | +115.9% | -11.6% | +55.7% |
| 5Y | +111.4% | +28.6% | +82.7% | +66.5% |
| 10Y | +361.7% | -2.5% | +364.2% | +216.5% |
| All | +29,493.2% | +396.5% | +29,096.6% | +7,670.8% |
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