+40.5%
CSCO vs P
+24.7%
+15.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.1% | +0.6% |
| 7D | +6.6% | +17.8% | -11.3% | +3.3% |
| 30D | -11.3% | -29.9% | +18.5% | -6.4% |
| 3M | -17.3% | -1.2% | -16.2% | -17.6% |
| 6M | +3.5% | +32.1% | -28.6% | -2.9% |
| YTD | +34.9% | +64.3% | -29.4% | +23.4% |
| 1Y | +40.5% | +24.3% | +16.2% | +28.4% |
| All | +40.5% | +24.7% | +15.8% | +28.4% |
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