+1.9%
CSCO vs P
+26.4%
-24.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -16.4% | +8.8% | -4.0% |
| 7D | -11.9% | -31.9% | +20.0% | -4.8% |
| 30D | -18.8% | -36.5% | +17.7% | -11.5% |
| 3M | -21.2% | +11.6% | -32.8% | -23.3% |
| 6M | +1.9% | +25.2% | -23.3% | -3.4% |
| All | +1.9% | +26.4% | -24.6% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling