+102.7%
CSCO vs P
+181.0%
-78.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -4.7% | -13.3% | +8.6% | -2.7% |
| 30D | -17.1% | -34.0% | +16.9% | -12.2% |
| 3M | -19.6% | +4.1% | -23.7% | -20.5% |
| 6M | +2.4% | +30.5% | -28.1% | -2.8% |
| YTD | +29.8% | +52.2% | -22.4% | +20.5% |
| 1Y | +38.7% | +10.3% | +28.4% | +32.3% |
| All | +102.7% | +181.0% | -78.3% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling