+330.5%
CSCO vs P
+686.0%
-355.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.8% | +1.7% |
| 7D | -2.8% | -4.7% | +2.0% | -1.9% |
| 30D | -12.6% | -31.4% | +18.8% | -5.9% |
| 3M | -16.0% | -2.6% | -13.4% | -16.5% |
| 6M | +2.8% | +21.9% | -19.1% | -3.9% |
| YTD | +33.2% | +58.9% | -25.7% | +16.7% |
| 1Y | +43.1% | +21.7% | +21.4% | +30.5% |
| 3Y | +106.7% | +193.3% | -86.6% | +42.4% |
| 5Y | +103.6% | +275.1% | -171.6% | +26.7% |
| 10Y | +330.5% | +655.3% | -324.8% | +104.1% |
| All | +330.5% | +686.0% | -355.5% | +104.1% |
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