+306.4%
CSCO vs P
+713.7%
-407.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.7% |
| 7D | -10.2% | -23.8% | +13.6% | -5.1% |
| 30D | -20.1% | -36.6% | +16.6% | -12.4% |
| 3M | -22.1% | +10.9% | -32.9% | -24.9% |
| 6M | +3.2% | +30.0% | -26.8% | -5.0% |
| YTD | +24.1% | +44.4% | -20.3% | +11.0% |
| 1Y | +34.6% | +3.9% | +30.6% | +27.0% |
| 3Y | +90.0% | +176.6% | -86.6% | +32.5% |
| 5Y | +88.6% | +249.3% | -160.7% | +19.2% |
| All | +306.4% | +713.7% | -407.3% | +96.8% |
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