+324.2%
CSCO vs P
+691.2%
-366.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -4.7% | -13.3% | +8.6% | -1.9% |
| 30D | -17.1% | -34.0% | +16.9% | -9.9% |
| 3M | -19.6% | +4.1% | -23.7% | -21.4% |
| 6M | +2.4% | +30.5% | -28.1% | -5.8% |
| YTD | +29.8% | +52.2% | -22.4% | +14.7% |
| 1Y | +38.7% | +10.3% | +28.4% | +29.2% |
| 3Y | +101.3% | +180.9% | -79.5% | +40.0% |
| 5Y | +94.8% | +259.7% | -164.9% | +22.4% |
| 10Y | +324.2% | +652.6% | -328.4% | +103.7% |
| All | +324.2% | +691.2% | -366.9% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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