+25.9%
CSCO vs P
+23.6%
+2.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.3% | -5.9% |
| 7D | +1.9% | +11.6% | -9.7% | -0.2% |
| 30D | -15.8% | -23.7% | +7.8% | -12.0% |
| 3M | -15.4% | -8.0% | -7.4% | -14.6% |
| 6M | -5.4% | +27.9% | -33.3% | -11.0% |
| YTD | +26.5% | +61.2% | -34.7% | +15.4% |
| 1Y | +25.9% | +28.6% | -2.7% | +15.2% |
| All | +25.9% | +23.6% | +2.3% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling