+453.8%
CSCO vs P
+485.4%
-31.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -0.7% | +6.5% | -7.2% | -2.0% |
| 30D | -10.1% | +18.8% | -29.0% | -13.8% |
| 3M | -15.7% | +26.7% | -42.4% | -20.5% |
| 6M | +36.3% | +62.2% | -25.9% | +21.2% |
| YTD | +43.8% | +48.5% | -4.7% | +29.6% |
| 1Y | +63.9% | +26.4% | +37.5% | +49.8% |
| 3Y | +104.4% | +159.4% | -55.1% | +49.8% |
| 5Y | +111.4% | +275.8% | -164.4% | +37.7% |
| 10Y | +361.7% | +732.0% | -370.4% | +141.2% |
| All | +453.8% | +485.4% | -31.5% | +190.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling