+98.3%
CSCO vs P
+257.1%
-158.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -4.7% | -13.3% | +8.6% | -2.4% |
| 30D | -17.1% | -34.0% | +16.9% | -11.4% |
| 3M | -19.6% | +4.1% | -23.7% | -20.8% |
| 6M | +2.4% | +30.5% | -28.1% | -3.8% |
| YTD | +29.8% | +52.2% | -22.4% | +18.4% |
| 1Y | +38.7% | +10.3% | +28.4% | +31.4% |
| 3Y | +101.3% | +180.9% | -79.5% | +51.4% |
| All | +98.3% | +257.1% | -158.8% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling