+376.0%
CSCO vs P
+469.1%
-93.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.7% |
| 7D | -10.2% | -23.8% | +13.6% | -5.4% |
| 30D | -20.1% | -36.6% | +16.6% | -12.8% |
| 3M | -22.4% | +10.9% | -33.2% | -25.0% |
| 6M | +2.8% | +30.0% | -27.2% | -4.9% |
| YTD | +23.6% | +44.4% | -20.8% | +11.3% |
| 1Y | +34.0% | +3.9% | +30.1% | +27.0% |
| 3Y | +89.3% | +176.6% | -87.3% | +35.9% |
| 5Y | +87.9% | +249.3% | -161.4% | +23.7% |
| 10Y | +314.9% | +726.9% | -412.0% | +116.3% |
| All | +376.0% | +469.1% | -93.1% | +149.6% |
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